-23.4%
RCL vs AME
+27.5%
-50.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +2.8% | -3.2% | -3.0% |
| 30D | -17.3% | -6.3% | -11.1% | -12.3% |
| 3M | -2.8% | +5.4% | -8.1% | -8.8% |
| 6M | -4.4% | +7.4% | -11.8% | -11.9% |
| YTD | -4.2% | +16.2% | -20.3% | -17.8% |
| 1Y | -23.4% | +26.8% | -50.2% | -37.4% |
| All | -23.4% | +27.5% | -50.9% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling