+30.8%
RCL vs AA
+4.5%
+26.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.5% |
| 7D | +8.5% | +1.2% | +7.3% | +8.3% |
| 30D | +20.4% | -5.0% | +25.4% | +21.0% |
| 3M | +11.0% | -22.2% | +33.2% | +14.1% |
| 6M | +24.9% | -36.3% | +61.2% | +31.8% |
| YTD | +23.9% | -24.2% | +48.0% | +22.9% |
| 1Y | +30.8% | +3.9% | +27.0% | +21.3% |
| All | +30.8% | +4.5% | +26.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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