+331.9%
RCL vs ACM
+132.6%
+199.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | -1.2% | +5.6% | -6.8% | -5.6% |
| 30D | +17.8% | +20.8% | -3.0% | +0.9% |
| 3M | +4.9% | +11.4% | -6.5% | -5.1% |
| 6M | +23.7% | +0.9% | +22.8% | +19.2% |
| YTD | +17.8% | -24.8% | +42.6% | +42.7% |
| 1Y | +28.9% | -46.4% | +75.4% | +107.4% |
| 3Y | +241.9% | -9.2% | +251.1% | +232.3% |
| 5Y | +295.4% | +5.0% | +290.4% | +239.1% |
| All | +331.9% | +132.6% | +199.3% | +110.3% |
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