+1,434.2%
RCL vs AMCR
+100.3%
+1,334.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.2% |
| 7D | -0.2% | -4.5% | +4.2% | +2.1% |
| 30D | +14.4% | +4.9% | +9.5% | +11.7% |
| 3M | +5.2% | -4.6% | +9.7% | +7.4% |
| 6M | +26.1% | +15.2% | +11.0% | +16.7% |
| YTD | +17.4% | +9.7% | +7.6% | +10.4% |
| 1Y | +24.7% | +10.5% | +14.2% | +17.0% |
| 3Y | +250.9% | +13.8% | +237.1% | +214.4% |
| 5Y | +293.8% | -9.1% | +303.0% | +300.3% |
| 10Y | +342.4% | +18.6% | +323.7% | +288.5% |
| All | +1,434.2% | +100.3% | +1,334.0% | +1,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling