-33.3%
ROL vs AMRZ
-13.9%
-19.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | +20.8% | +16.2% | +4.6% | +19.2% |
| 3M | +3.7% | -8.9% | +12.7% | +3.8% |
| 6M | -27.7% | -20.1% | -7.5% | -27.2% |
| YTD | -34.9% | -21.3% | -13.7% | -34.4% |
| 1Y | -33.3% | -12.6% | -20.7% | -34.4% |
| All | -33.3% | -13.9% | -19.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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