+240.5%
RCL vs AMCR
+14.2%
+226.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | -0.2% | -4.5% | +4.2% | +1.7% |
| 30D | +14.4% | +4.9% | +9.5% | +12.3% |
| 3M | +5.2% | -4.6% | +9.7% | +7.3% |
| 6M | +26.1% | +15.2% | +11.0% | +18.5% |
| YTD | +17.4% | +9.7% | +7.6% | +11.4% |
| 1Y | +24.7% | +10.5% | +14.2% | +18.1% |
| All | +240.5% | +14.2% | +226.3% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling