-35.4%
RBLX vs ACM
+10.5%
-45.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.9% |
| 7D | +8.1% | -5.9% | +14.0% | +12.0% |
| 30D | +23.9% | -6.2% | +30.1% | +27.7% |
| 3M | +8.1% | -7.9% | +16.0% | +11.6% |
| 6M | -23.7% | -30.6% | +6.9% | -6.2% |
| YTD | -44.6% | -33.3% | -11.3% | -30.3% |
| 1Y | -66.2% | -49.2% | -17.0% | -49.1% |
| 3Y | +54.7% | -23.5% | +78.2% | +63.9% |
| 5Y | -48.9% | +0.9% | -49.9% | -56.8% |
| All | -35.4% | +10.5% | -45.9% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling