+59.4%
RBLX vs AMCR
+6.5%
+52.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +5.1% | -6.3% | +11.3% | +6.5% |
| 30D | +28.0% | -7.8% | +35.8% | +30.2% |
| 3M | +4.6% | +7.5% | -2.9% | +2.9% |
| 6M | -24.7% | +2.7% | -27.3% | -25.4% |
| YTD | -43.8% | +6.0% | -49.9% | -45.2% |
| 1Y | -65.8% | +7.8% | -73.6% | -66.8% |
| 3Y | +59.4% | +5.8% | +53.6% | +44.5% |
| All | +59.4% | +6.5% | +52.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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