-33.3%
ROL vs AMIX
-89.8%
+56.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.3% |
| 7D | +3.4% | +11.4% | -8.0% | +3.4% |
| 30D | +20.8% | -40.5% | +61.3% | +20.6% |
| 3M | +3.7% | -80.1% | +83.8% | +3.5% |
| 6M | -27.7% | -74.8% | +47.2% | -27.7% |
| YTD | -34.9% | -84.0% | +49.1% | -35.2% |
| All | -33.3% | -89.8% | +56.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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