+292.2%
RCL vs AA
-17.9%
+310.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +17.8% | -0.6% | +18.4% | +18.0% |
| 3M | +4.9% | -19.7% | +24.6% | +11.8% |
| 6M | +23.7% | -41.6% | +65.3% | +43.8% |
| YTD | +17.8% | -24.6% | +42.5% | +22.5% |
| 1Y | +28.9% | +4.9% | +24.1% | +18.8% |
| 3Y | +241.9% | +66.8% | +175.0% | +139.0% |
| All | +292.2% | -17.9% | +310.2% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling