+379.0%
RCL vs ACM
+147.1%
+231.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | -1.2% |
| 7D | +5.0% | +6.9% | -1.9% | -0.6% |
| 30D | +19.4% | +19.1% | +0.3% | +3.7% |
| 3M | +5.9% | -6.9% | +12.9% | +10.0% |
| 6M | +23.8% | -12.0% | +35.8% | +32.8% |
| YTD | +22.8% | -25.1% | +47.9% | +48.8% |
| 1Y | +34.3% | -45.4% | +79.7% | +110.3% |
| 3Y | +276.4% | -6.9% | +283.3% | +258.6% |
| 5Y | +281.6% | +3.7% | +277.8% | +233.3% |
| 10Y | +379.0% | +135.8% | +243.2% | +134.1% |
| All | +379.0% | +147.1% | +231.9% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling