-31.4%
ROL vs AMP
+12.5%
-43.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +3.0% | +3.9% | -0.9% | +1.9% |
| 30D | +19.8% | +5.1% | +14.7% | +18.2% |
| 3M | +7.9% | -8.7% | +16.6% | +8.9% |
| 6M | -25.6% | +11.4% | -37.1% | -27.7% |
| YTD | -34.1% | +7.3% | -41.5% | -36.4% |
| 1Y | -31.4% | +14.6% | -45.9% | -34.5% |
| All | -31.4% | +12.5% | -43.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling