+274.2%
RCL vs AG
+219.8%
+54.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.1% |
| 7D | +6.5% | +6.3% | +0.2% | +5.7% |
| 30D | +15.9% | -8.9% | +24.8% | +17.1% |
| 3M | +2.7% | -12.2% | +14.9% | +3.7% |
| 6M | +15.2% | -28.3% | +43.5% | +18.5% |
| YTD | +19.2% | -8.8% | +28.1% | +17.6% |
| 1Y | +31.6% | +39.4% | -7.8% | +23.4% |
| 3Y | +274.2% | +229.4% | +44.8% | +197.2% |
| All | +274.2% | +219.8% | +54.4% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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