+4,549.4%
RCL vs AME
+13,937.2%
-9,387.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | -19.0% | -6.7% | -12.3% | -15.3% |
| 3M | -9.6% | +4.1% | -13.7% | -12.0% |
| 6M | -6.7% | +1.6% | -8.3% | -7.5% |
| YTD | -3.9% | +16.1% | -20.1% | -12.5% |
| 1Y | -25.1% | +27.3% | -52.4% | -35.7% |
| 3Y | +179.1% | +50.9% | +128.3% | +114.9% |
| 5Y | +243.3% | +81.4% | +161.9% | +139.1% |
| 10Y | +325.8% | +417.0% | -91.2% | +72.3% |
| All | +4,549.4% | +13,937.2% | -9,387.9% | +589.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling