+331.9%
RCL vs AME
+444.5%
-112.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -1.2% | +5.9% | -7.1% | -6.6% |
| 30D | +17.8% | -1.9% | +19.8% | +18.8% |
| 3M | +4.9% | -5.4% | +10.3% | +9.1% |
| 6M | +23.7% | +4.9% | +18.8% | +15.5% |
| YTD | +17.8% | +18.5% | -0.6% | -2.5% |
| 1Y | +28.9% | +25.5% | +3.5% | +0.9% |
| 3Y | +241.9% | +63.0% | +178.9% | +99.9% |
| 5Y | +295.4% | +78.3% | +217.1% | +111.4% |
| All | +331.9% | +444.5% | -112.5% | +25.1% |
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