-52.6%
RBLX vs ACM
-46.6%
-6.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.9% | +5.5% | +7.3% |
| 7D | -7.5% | +9.5% | -17.0% | -10.6% |
| 30D | +10.6% | +14.7% | -4.1% | +4.9% |
| 3M | +33.3% | -9.5% | +42.8% | +37.4% |
| 6M | +3.7% | -18.0% | +21.7% | +11.3% |
| YTD | -39.1% | -27.3% | -11.9% | -29.8% |
| 1Y | -52.6% | -47.0% | -5.6% | -37.9% |
| All | -52.6% | -46.6% | -6.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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