-4.2%
ROL vs AMP
+120.7%
-124.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.2% | -1.0% | -6.2% | -7.0% |
| 3M | -27.0% | +23.2% | -50.2% | -30.7% |
| 6M | -39.5% | +20.4% | -59.9% | -42.3% |
| YTD | -41.8% | +13.6% | -55.4% | -43.9% |
| 1Y | -38.9% | +13.4% | -52.2% | -41.1% |
| 3Y | -0.4% | +66.5% | -66.9% | -16.6% |
| 5Y | -4.2% | +120.2% | -124.4% | -28.0% |
| All | -4.2% | +120.7% | -124.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling