+175.6%
RCL vs AME
+50.7%
+124.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.6% |
| 30D | -19.0% | -6.7% | -12.3% | -14.1% |
| 3M | -9.6% | +4.1% | -13.7% | -13.1% |
| 6M | -6.7% | +1.6% | -8.3% | -8.4% |
| YTD | -3.9% | +16.1% | -20.1% | -15.6% |
| 1Y | -25.1% | +27.3% | -52.4% | -38.9% |
| All | +175.6% | +50.7% | +124.8% | +73.6% |
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