-35.4%
RBLX vs AME
+100.4%
-135.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | +23.9% | -8.6% | +32.5% | +31.8% |
| 3M | +8.1% | +5.8% | +2.4% | +2.1% |
| 6M | -23.7% | +3.8% | -27.5% | -27.5% |
| YTD | -44.6% | +14.4% | -59.1% | -51.3% |
| 1Y | -66.2% | +25.8% | -92.0% | -73.0% |
| 3Y | +54.7% | +55.2% | -0.5% | -1.6% |
| 5Y | -48.9% | +85.5% | -134.5% | -73.3% |
| All | -35.4% | +100.4% | -135.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling