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  • RCL vs ALM✓SelectedUSD · ALMRCL vs ALM performance historyLatest closeAs of-0.14%09/04
Stock and ETF performance explorer

RCL vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+822.1%
ALM return
+7,705.7%
Excess return
-6,883.7%
Maximum drawdown
-83.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-0.1%-1.5%+1.4%-0.1%
7D-5.1%-2.6%-2.5%-5.1%
30D-19.0%+32.0%-51.0%-19.1%
3M-9.6%-15.0%+5.5%-9.6%
6M-6.7%-10.1%+3.4%-6.7%
YTD-3.9%+99.4%-103.4%-4.2%
1Y-25.1%+316.4%-341.4%-25.4%
3Y+179.1%+2,022.0%-1,842.9%+176.3%
5Y+243.3%+941.2%-697.9%+240.2%
10Y+325.8%+2,950.3%-2,624.6%+321.1%
All+822.1%+7,705.7%-6,883.7%+811.0%

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