+179.4%
RCL vs AFL
+64.2%
+115.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | -0.5% | -0.7% | +0.3% | -0.2% |
| 30D | -17.3% | -7.1% | -10.2% | -14.8% |
| 3M | -2.8% | +0.4% | -3.2% | -3.1% |
| 6M | -4.4% | +4.5% | -8.9% | -7.1% |
| YTD | -4.2% | +6.1% | -10.2% | -7.6% |
| 1Y | -23.4% | +10.6% | -33.9% | -27.7% |
| 3Y | +179.4% | +64.0% | +115.4% | +103.5% |
| All | +179.4% | +64.2% | +115.2% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling