+293.8%
RCL vs ACM
+3.9%
+290.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -0.2% | +5.1% | -5.3% | -3.7% |
| 30D | +14.4% | +18.7% | -4.3% | +1.3% |
| 3M | +5.2% | +15.5% | -10.3% | -6.2% |
| 6M | +26.1% | +1.2% | +24.9% | +22.3% |
| YTD | +17.4% | -25.2% | +42.6% | +41.8% |
| 1Y | +24.7% | -46.3% | +71.0% | +98.4% |
| 3Y | +250.9% | -9.6% | +260.5% | +222.2% |
| 5Y | +293.8% | +4.4% | +289.4% | +188.0% |
| All | +293.8% | +3.9% | +290.0% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling