+0.8%
ROL vs AMP
+70.1%
-69.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -3.4% | +2.6% | -6.0% | -3.8% |
| 30D | -6.9% | +0.8% | -7.8% | -7.1% |
| 3M | -24.6% | +24.3% | -48.9% | -27.3% |
| 6M | -39.5% | +20.6% | -60.1% | -41.5% |
| YTD | -41.1% | +14.6% | -55.7% | -42.7% |
| 1Y | -37.9% | +14.5% | -52.5% | -39.6% |
| 3Y | +0.8% | +67.9% | -67.1% | -16.0% |
| All | +0.8% | +70.1% | -69.3% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling