+420.8%
RSG vs AME
+445.1%
-24.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +4.0% | -6.4% | +10.4% | +6.5% |
| 3M | +7.4% | +7.1% | +0.3% | +4.0% |
| 6M | +0.1% | +8.2% | -8.1% | -4.0% |
| YTD | +6.0% | +18.2% | -12.2% | -2.3% |
| 1Y | -3.0% | +26.7% | -29.7% | -13.5% |
| 3Y | +56.5% | +60.7% | -4.2% | +22.5% |
| 5Y | +90.9% | +91.6% | -0.6% | +35.8% |
| All | +420.8% | +445.1% | -24.2% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling