-25.1%
RCL vs ACM
-45.8%
+20.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.1% | -3.7% | -1.3% | -4.0% |
| 30D | -19.0% | -11.1% | -7.9% | -16.1% |
| 3M | -9.6% | -8.0% | -1.6% | -7.5% |
| 6M | -6.7% | -29.7% | +23.0% | +1.9% |
| YTD | -3.9% | -29.4% | +25.4% | +5.5% |
| 1Y | -25.1% | -46.4% | +21.3% | -18.6% |
| All | -25.1% | -45.8% | +20.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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