+4.6%
ROL vs AME
+54.4%
-49.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.4% | +0.6% | -2.1% | -1.6% |
| 30D | -4.1% | -6.7% | +2.6% | -2.5% |
| 3M | -22.5% | +4.1% | -26.6% | -23.7% |
| 6M | -37.7% | +1.6% | -39.2% | -38.3% |
| YTD | -39.6% | +16.1% | -55.7% | -42.3% |
| 1Y | -36.0% | +27.3% | -63.3% | -40.5% |
| All | +4.6% | +54.4% | -49.8% | -10.7% |
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 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