+887.5%
RCL vs ACM
+233.3%
+654.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +6.5% | +5.4% | +1.1% | +2.9% |
| 30D | +15.9% | +15.1% | +0.8% | +5.4% |
| 3M | +2.7% | -10.5% | +13.1% | +8.8% |
| 6M | +15.2% | -19.7% | +34.9% | +30.3% |
| YTD | +19.2% | -28.8% | +48.1% | +45.1% |
| 1Y | +31.6% | -47.9% | +79.5% | +96.1% |
| 3Y | +274.2% | -12.4% | +286.6% | +285.6% |
| 5Y | +250.1% | +0.6% | +249.5% | +234.8% |
| 10Y | +388.4% | +161.3% | +227.2% | +158.9% |
| All | +887.5% | +233.3% | +654.2% | +301.5% |
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