+375.0%
RCL vs ACM
+133.7%
+241.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | +8.5% | +6.6% | +1.9% | +3.1% |
| 30D | +20.4% | +19.8% | +0.6% | +4.1% |
| 3M | +11.0% | -3.1% | +14.1% | +11.4% |
| 6M | +24.9% | -11.5% | +36.4% | +33.3% |
| YTD | +23.9% | -24.7% | +48.5% | +49.4% |
| 1Y | +30.8% | -45.1% | +75.9% | +103.9% |
| 3Y | +270.4% | -8.9% | +279.3% | +260.0% |
| 5Y | +296.1% | +5.4% | +290.7% | +241.3% |
| 10Y | +375.0% | +131.1% | +244.0% | +132.4% |
| All | +375.0% | +133.7% | +241.3% | +132.4% |
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