+241.9%
RCL vs AME
+64.2%
+177.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | +5.9% | -7.1% | -5.5% |
| 30D | +17.8% | -1.9% | +19.8% | +18.7% |
| 3M | +4.9% | -5.4% | +10.3% | +8.7% |
| 6M | +23.7% | +4.9% | +18.8% | +16.7% |
| YTD | +17.8% | +18.5% | -0.6% | +0.7% |
| 1Y | +28.9% | +25.5% | +3.5% | +5.4% |
| 3Y | +241.9% | +63.0% | +178.9% | +128.9% |
| All | +241.9% | +64.2% | +177.7% | +128.9% |
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