-48.4%
RBLX vs ACM
+2.7%
-51.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +1.2% |
| 7D | +8.0% | -3.7% | +11.7% | +10.4% |
| 30D | +20.2% | -12.7% | +32.8% | +29.2% |
| 3M | +3.5% | -9.8% | +13.3% | +8.4% |
| 6M | -28.9% | -31.4% | +2.5% | -11.6% |
| YTD | -45.1% | -32.1% | -13.0% | -31.5% |
| 1Y | -66.2% | -47.8% | -18.4% | -49.7% |
| 3Y | +53.5% | -22.1% | +75.5% | +59.6% |
| 5Y | -48.4% | +1.8% | -50.2% | -57.8% |
| All | -48.4% | +2.7% | -51.2% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling