+9,030.3%
ROL vs AME
+18,709.1%
-9,678.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -1.4% | +0.6% | -2.1% | -1.7% |
| 30D | -4.1% | -6.7% | +2.6% | -1.8% |
| 3M | -22.5% | +4.1% | -26.6% | -24.0% |
| 6M | -37.7% | +1.6% | -39.2% | -38.5% |
| YTD | -39.6% | +16.1% | -55.7% | -43.1% |
| 1Y | -36.0% | +27.3% | -63.3% | -41.7% |
| 3Y | -5.1% | +50.9% | -56.0% | -19.6% |
| 5Y | -3.4% | +81.4% | -84.8% | -23.5% |
| 10Y | +215.2% | +417.0% | -201.7% | +71.8% |
| All | +9,030.3% | +18,709.1% | -9,678.8% | +2,348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling