-66.6%
RBLX vs AME
+29.8%
-96.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.3% |
| 7D | +12.4% | +0.6% | +11.8% | +12.4% |
| 30D | +19.7% | -6.7% | +26.4% | +20.0% |
| 3M | -0.1% | +4.1% | -4.2% | -1.6% |
| 6M | -35.7% | +1.6% | -37.3% | -37.0% |
| YTD | -46.6% | +16.1% | -62.7% | -44.8% |
| 1Y | -66.6% | +27.3% | -94.0% | -61.6% |
| All | -66.6% | +29.8% | -96.4% | -61.6% |
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