-34.4%
ROL vs AMIX
-91.4%
+57.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.5% | -16.0% | +25.5% | +9.5% |
| 30D | +22.9% | -55.4% | +78.4% | +22.7% |
| 3M | +3.5% | -87.5% | +91.1% | +3.2% |
| 6M | -29.4% | -81.2% | +51.8% | -29.5% |
| YTD | -36.1% | -86.8% | +50.8% | -36.3% |
| 1Y | -34.4% | -91.6% | +57.2% | -34.7% |
| All | -34.4% | -91.4% | +57.0% | -34.7% |
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