-25.1%
RCL vs AFL
+11.7%
-36.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -19.0% | -6.2% | -12.8% | -18.1% |
| 3M | -9.6% | +2.2% | -11.8% | -9.6% |
| 6M | -6.7% | +5.3% | -12.0% | -8.9% |
| YTD | -3.9% | +8.0% | -11.9% | -8.3% |
| 1Y | -25.1% | +10.2% | -35.3% | -29.6% |
| All | -25.1% | +11.7% | -36.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling