-35.4%
RBLX vs AEM
+284.8%
-320.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.5% |
| 7D | +8.1% | -5.0% | +13.2% | +9.4% |
| 30D | +23.9% | +8.5% | +15.5% | +21.2% |
| 3M | +8.1% | +29.3% | -21.1% | +1.3% |
| 6M | -23.7% | -12.9% | -10.8% | -22.1% |
| YTD | -44.6% | +16.8% | -61.4% | -46.8% |
| 1Y | -66.2% | +29.8% | -96.0% | -68.4% |
| 3Y | +54.7% | +336.7% | -282.0% | +6.7% |
| 5Y | -48.9% | +299.9% | -348.9% | -65.5% |
| All | -35.4% | +284.8% | -320.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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