+9,763.6%
ROL vs AME
+18,777.7%
-9,014.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.6% |
| 7D | +7.5% | -1.5% | +9.0% | +7.8% |
| 30D | +21.1% | -4.2% | +25.3% | +22.4% |
| 3M | +3.1% | -5.9% | +9.1% | +4.7% |
| 6M | -27.4% | +2.8% | -30.3% | -28.9% |
| YTD | -34.7% | +16.6% | -51.3% | -38.9% |
| 1Y | -32.9% | +22.1% | -55.1% | -38.3% |
| 3Y | +6.1% | +64.7% | -58.5% | -13.2% |
| 5Y | +16.3% | +76.6% | -60.3% | -7.6% |
| 10Y | +214.9% | +443.9% | -229.0% | +67.9% |
| All | +9,763.6% | +18,777.7% | -9,014.2% | +2,527.3% |
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