-38.9%
ROL vs AME
+26.4%
-65.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | -7.2% | -6.6% | -0.7% | -5.6% |
| 3M | -27.0% | +3.0% | -29.9% | -28.4% |
| 6M | -39.5% | +5.3% | -44.8% | -41.5% |
| YTD | -41.8% | +15.4% | -57.2% | -46.2% |
| 1Y | -38.9% | +26.8% | -65.7% | -46.7% |
| All | -38.9% | +26.4% | -65.2% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling