+1,788.1%
ROL vs AMP
+2,123.7%
-335.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -22.5% | +23.6% | -46.1% | -27.7% |
| 6M | -37.7% | +20.4% | -58.0% | -41.4% |
| YTD | -39.6% | +15.4% | -55.0% | -42.7% |
| 1Y | -36.0% | +11.0% | -47.0% | -38.7% |
| 3Y | -5.1% | +70.5% | -75.6% | -22.4% |
| 5Y | -3.4% | +121.4% | -124.8% | -28.9% |
| 10Y | +215.2% | +575.6% | -360.3% | +45.0% |
| All | +1,788.1% | +2,123.7% | -335.6% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling