+5,669.9%
RCL vs AA
+219.9%
+5,450.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.1% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +15.9% | -6.7% | +22.6% | +19.4% |
| 3M | +2.7% | -16.3% | +19.0% | +9.9% |
| 6M | +15.2% | -37.1% | +52.3% | +36.7% |
| YTD | +19.2% | -25.0% | +44.2% | +26.6% |
| 1Y | +31.6% | +8.6% | +23.0% | +17.2% |
| 3Y | +274.2% | +57.2% | +217.0% | +150.5% |
| 5Y | +250.1% | -13.0% | +263.1% | +177.3% |
| 10Y | +388.4% | +65.5% | +322.9% | +125.0% |
| All | +5,669.9% | +219.9% | +5,450.0% | +2,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling