-7.0%
ROL vs AMIX
-100.0%
+92.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.0% |
| 7D | +11.7% | -25.5% | +37.2% | +11.6% |
| 30D | +27.7% | -56.2% | +83.9% | +27.4% |
| 3M | +3.7% | -87.4% | +91.1% | +3.1% |
| 6M | -27.8% | -80.9% | +53.1% | -27.6% |
| YTD | -34.7% | -86.8% | +52.2% | -34.7% |
| 1Y | -34.1% | -91.3% | +57.2% | -34.2% |
| All | -7.0% | -100.0% | +92.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling