+161.5%
RCL vs AMIX
-100.0%
+261.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.4% | +4.5% | -3.9% |
| 7D | -0.2% | -10.9% | +10.6% | -0.2% |
| 30D | +14.4% | -55.0% | +69.4% | +14.8% |
| 3M | +5.2% | -82.0% | +87.2% | +5.9% |
| 6M | +26.1% | -80.4% | +106.6% | +26.0% |
| YTD | +17.4% | -88.3% | +105.6% | +17.8% |
| 1Y | +24.7% | -92.4% | +117.1% | +25.3% |
| All | +161.5% | -100.0% | +261.4% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling