+274.2%
RCL vs AME
+62.2%
+212.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | -0.6% |
| 7D | +6.5% | -5.2% | +11.7% | +10.3% |
| 30D | +15.9% | -8.0% | +23.9% | +22.8% |
| 3M | +2.7% | -8.9% | +11.6% | +9.4% |
| 6M | +15.2% | -5.0% | +20.2% | +18.0% |
| YTD | +19.2% | +11.9% | +7.4% | +6.5% |
| 1Y | +31.6% | +16.6% | +15.0% | +13.8% |
| 3Y | +274.2% | +62.5% | +211.7% | +140.0% |
| All | +274.2% | +62.2% | +212.0% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling