+333.1%
RCL vs AMCR
+14.6%
+318.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.5% |
| 7D | -1.9% | -6.3% | +4.4% | +2.3% |
| 30D | -15.5% | -7.8% | -7.7% | -11.0% |
| 3M | -9.7% | +7.5% | -17.2% | -14.3% |
| 6M | -8.7% | +2.7% | -11.4% | -10.7% |
| YTD | -5.8% | +6.0% | -11.8% | -11.0% |
| 1Y | -24.5% | +7.8% | -32.2% | -29.6% |
| 3Y | +173.9% | +5.8% | +168.1% | +146.4% |
| 5Y | +228.0% | -11.6% | +239.6% | +236.8% |
| All | +333.1% | +14.6% | +318.4% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling