+205.1%
ROL vs AMP
+584.2%
-379.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.2% | -2.0% | -1.2% | -2.7% |
| 30D | -6.6% | -1.7% | -4.9% | -6.2% |
| 3M | -27.3% | +23.2% | -50.5% | -31.2% |
| 6M | -38.1% | +22.2% | -60.3% | -41.4% |
| YTD | -41.8% | +14.0% | -55.8% | -44.0% |
| 1Y | -37.8% | +14.0% | -51.8% | -40.4% |
| 3Y | -0.3% | +67.0% | -67.3% | -15.4% |
| 5Y | -5.1% | +123.2% | -128.3% | -26.9% |
| All | +205.1% | +584.2% | -379.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling