-31.0%
ROL vs AMRZ
-15.6%
-15.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.9% |
| 7D | +7.5% | -1.1% | +8.7% | +7.6% |
| 30D | +21.1% | +18.3% | +2.9% | +19.7% |
| 3M | +3.1% | -8.0% | +11.1% | +3.1% |
| 6M | -27.4% | -18.7% | -8.8% | -27.1% |
| YTD | -34.7% | -19.8% | -14.9% | -34.3% |
| 1Y | -32.9% | -12.3% | -20.6% | -32.7% |
| All | -31.0% | -15.6% | -15.4% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling