+55.9%
RBLX vs ACM
-22.3%
+78.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.6% |
| 7D | +8.0% | -3.7% | +11.7% | +9.7% |
| 30D | +20.2% | -12.7% | +32.8% | +26.4% |
| 3M | +3.5% | -9.8% | +13.3% | +7.0% |
| 6M | -28.9% | -31.4% | +2.5% | -16.8% |
| YTD | -45.1% | -32.1% | -13.0% | -35.3% |
| 1Y | -66.2% | -47.8% | -18.4% | -55.3% |
| All | +55.9% | -22.3% | +78.2% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling