+695.8%
RCL vs ACM
+230.8%
+465.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -5.1% | -3.7% | -1.3% | -2.6% |
| 30D | -19.0% | -11.1% | -7.9% | -13.5% |
| 3M | -9.6% | -8.0% | -1.6% | -5.8% |
| 6M | -6.7% | -29.7% | +23.0% | +16.1% |
| YTD | -3.9% | -29.4% | +25.4% | +17.9% |
| 1Y | -25.1% | -46.4% | +21.3% | +9.5% |
| 3Y | +179.1% | -22.3% | +201.5% | +213.6% |
| 5Y | +243.3% | +4.5% | +238.8% | +219.7% |
| 10Y | +325.8% | +127.6% | +198.1% | +145.5% |
| All | +695.8% | +230.8% | +465.0% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling