-66.6%
RBLX vs ACM
-45.8%
-20.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +12.4% | -3.7% | +16.2% | +13.9% |
| 30D | +19.7% | -11.1% | +30.8% | +24.6% |
| 3M | -0.1% | -8.0% | +7.9% | +2.4% |
| 6M | -35.7% | -29.7% | -6.1% | -25.0% |
| YTD | -46.6% | -29.4% | -17.2% | -37.5% |
| 1Y | -66.6% | -46.4% | -20.2% | -55.2% |
| All | -66.6% | -45.8% | -20.9% | -55.2% |
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