-37.7%
RBLX vs ACM
+17.0%
-54.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +12.4% | -3.7% | +16.2% | +14.8% |
| 30D | +19.7% | -11.1% | +30.8% | +27.5% |
| 3M | -0.1% | -8.0% | +7.9% | +3.5% |
| 6M | -35.7% | -29.7% | -6.1% | -21.2% |
| YTD | -46.6% | -29.4% | -17.2% | -35.0% |
| 1Y | -66.6% | -46.4% | -20.2% | -51.3% |
| 3Y | +52.3% | -22.3% | +74.6% | +61.8% |
| 5Y | -47.7% | +4.5% | -52.2% | -56.7% |
| All | -37.7% | +17.0% | -54.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling