-66.2%
RBLX vs ACM
-48.9%
-17.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | +8.1% | -5.9% | +14.0% | +10.5% |
| 30D | +23.9% | -6.2% | +30.1% | +26.2% |
| 3M | +8.1% | -7.9% | +16.0% | +10.2% |
| 6M | -23.7% | -30.6% | +6.9% | -11.1% |
| YTD | -44.6% | -33.3% | -11.3% | -33.7% |
| 1Y | -66.2% | -49.2% | -17.0% | -54.0% |
| All | -66.2% | -48.9% | -17.3% | -54.0% |
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 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