+5,669.9%
RCL vs ADM
+1,215.8%
+4,454.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +6.5% | -9.0% | +15.5% | +10.9% |
| 30D | +15.9% | -14.0% | +29.9% | +23.3% |
| 3M | +2.7% | -9.2% | +11.8% | +6.0% |
| 6M | +15.2% | -9.2% | +24.4% | +18.0% |
| YTD | +19.2% | +24.2% | -5.0% | +4.8% |
| 1Y | +31.6% | +27.0% | +4.6% | +14.4% |
| 3Y | +274.2% | +6.6% | +267.6% | +233.8% |
| 5Y | +250.1% | +25.0% | +225.1% | +185.3% |
| 10Y | +388.4% | +100.2% | +288.2% | +232.0% |
| All | +5,669.9% | +1,215.8% | +4,454.1% | +2,282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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