+4,549.4%
RCL vs ADM
+1,491.2%
+3,058.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -5.1% | +3.8% | -8.9% | -6.7% |
| 30D | -19.0% | +9.8% | -28.8% | -22.6% |
| 3M | -9.6% | +2.1% | -11.7% | -11.3% |
| 6M | -6.7% | +27.5% | -34.2% | -17.9% |
| YTD | -3.9% | +50.2% | -54.1% | -21.8% |
| 1Y | -25.1% | +40.6% | -65.7% | -37.5% |
| 3Y | +179.1% | +17.2% | +161.9% | +140.8% |
| 5Y | +243.3% | +61.9% | +181.4% | +150.3% |
| 10Y | +325.8% | +159.3% | +166.5% | +160.1% |
| All | +4,549.4% | +1,491.2% | +3,058.2% | +1,677.6% |
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