+350.2%
RCL vs AME
+421.6%
-71.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +2.8% | -3.2% | -3.2% |
| 30D | -17.3% | -6.3% | -11.1% | -12.0% |
| 3M | -2.8% | +5.4% | -8.1% | -8.2% |
| 6M | -4.4% | +7.4% | -11.8% | -11.3% |
| YTD | -4.2% | +16.2% | -20.3% | -17.8% |
| 1Y | -23.4% | +26.8% | -50.2% | -39.9% |
| 3Y | +179.4% | +57.5% | +121.9% | +72.3% |
| 5Y | +238.8% | +84.8% | +153.9% | +77.3% |
| 10Y | +350.2% | +424.3% | -74.1% | +30.5% |
| All | +350.2% | +421.6% | -71.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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