+914.5%
RCL vs AG
+288.7%
+625.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.7% | +1.7% |
| 7D | +8.5% | +6.0% | +2.6% | +7.6% |
| 30D | +20.4% | -13.5% | +33.9% | +22.8% |
| 3M | +11.0% | -20.7% | +31.7% | +14.1% |
| 6M | +24.9% | -31.5% | +56.4% | +30.1% |
| YTD | +23.9% | -10.1% | +34.0% | +22.1% |
| 1Y | +30.8% | +26.0% | +4.8% | +22.3% |
| 3Y | +270.4% | +228.9% | +41.5% | +185.0% |
| 5Y | +296.1% | +8.7% | +287.4% | +245.9% |
| 10Y | +375.0% | +71.9% | +303.1% | +252.3% |
| All | +914.5% | +288.7% | +625.8% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling