+375.0%
RCL vs AME
+438.4%
-63.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +8.5% | -4.1% | +12.7% | +12.3% |
| 30D | +20.4% | -4.1% | +24.5% | +24.2% |
| 3M | +11.0% | -5.6% | +16.6% | +15.7% |
| 6M | +24.9% | +2.8% | +22.0% | +18.9% |
| YTD | +23.9% | +16.6% | +7.3% | +4.2% |
| 1Y | +30.8% | +21.1% | +9.7% | +6.1% |
| 3Y | +270.4% | +61.1% | +209.3% | +119.2% |
| 5Y | +296.1% | +76.6% | +219.5% | +113.8% |
| 10Y | +375.0% | +431.3% | -56.3% | +40.2% |
| All | +375.0% | +438.4% | -63.4% | +40.2% |
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