+1,044.3%
RCL vs ALM
+3,507.4%
-2,463.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.4% |
| 7D | +6.5% | -6.7% | +13.2% | +6.5% |
| 30D | +15.9% | -32.9% | +48.8% | +16.0% |
| 3M | +2.7% | -39.5% | +42.2% | +2.8% |
| 6M | +15.2% | -62.0% | +77.2% | +15.5% |
| YTD | +19.2% | -7.8% | +27.1% | +19.2% |
| 1Y | +31.6% | +26.7% | +4.9% | +31.4% |
| 3Y | +274.2% | +825.4% | -551.2% | +271.4% |
| 5Y | +250.1% | +401.2% | -151.2% | +247.7% |
| 10Y | +388.4% | +2,074.0% | -1,685.6% | +384.0% |
| All | +1,044.3% | +3,507.4% | -2,463.1% | +1,033.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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