+4.7%
ROL vs AME
+64.2%
-59.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.5% |
| 7D | +3.0% | +5.9% | -2.9% | +1.9% |
| 30D | +19.8% | -1.9% | +21.7% | +20.0% |
| 3M | +7.9% | -5.4% | +13.3% | +8.9% |
| 6M | -25.6% | +4.9% | -30.6% | -27.1% |
| YTD | -34.1% | +18.5% | -52.6% | -37.7% |
| 1Y | -31.4% | +25.5% | -56.9% | -36.1% |
| 3Y | +4.7% | +63.0% | -58.4% | -11.9% |
| All | +4.7% | +64.2% | -59.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling