+4,549.4%
RCL vs AFL
+8,357.1%
-3,807.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -19.0% | -6.2% | -12.8% | -16.1% |
| 3M | -9.6% | +2.2% | -11.8% | -11.0% |
| 6M | -6.7% | +5.3% | -12.0% | -10.1% |
| YTD | -3.9% | +8.0% | -11.9% | -8.8% |
| 1Y | -25.1% | +10.2% | -35.3% | -29.8% |
| 3Y | +179.1% | +67.1% | +112.0% | +103.8% |
| 5Y | +243.3% | +135.6% | +107.7% | +109.1% |
| 10Y | +325.8% | +299.4% | +26.4% | +115.8% |
| All | +4,549.4% | +8,357.1% | -3,807.7% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling