-34.5%
RBLX vs AME
+106.9%
-141.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | -1.0% |
| 7D | +5.1% | +1.7% | +3.3% | +3.7% |
| 30D | +28.0% | -6.4% | +34.5% | +33.9% |
| 3M | +4.6% | +7.1% | -2.5% | -2.1% |
| 6M | -24.7% | +8.2% | -32.8% | -30.6% |
| YTD | -43.8% | +18.2% | -62.0% | -51.8% |
| 1Y | -65.8% | +26.7% | -92.5% | -72.7% |
| 3Y | +59.4% | +60.7% | -1.3% | -1.3% |
| 5Y | -48.2% | +91.6% | -139.8% | -73.6% |
| All | -34.5% | +106.9% | -141.5% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling