-52.6%
RBLX vs AME
+21.1%
-73.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.6% | +13.1% | +9.4% |
| 7D | -7.5% | -4.4% | -3.0% | -6.4% |
| 30D | +10.6% | -5.9% | +16.5% | +12.0% |
| 3M | +33.3% | -6.5% | +39.8% | +35.3% |
| 6M | +3.7% | +3.2% | +0.5% | +0.6% |
| YTD | -39.1% | +16.0% | -55.2% | -40.1% |
| 1Y | -52.6% | +20.4% | -73.1% | -52.3% |
| All | -52.6% | +21.1% | -73.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling