+1,984.4%
RSG vs AME
+6,630.9%
-4,646.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | +2.8% | -3.5% | -1.7% |
| 30D | +3.3% | -6.3% | +9.6% | +5.6% |
| 3M | +8.5% | +5.4% | +3.1% | +5.8% |
| 6M | -3.5% | +7.4% | -11.0% | -7.0% |
| YTD | +5.5% | +16.2% | -10.7% | -1.5% |
| 1Y | -1.7% | +26.8% | -28.5% | -11.5% |
| 3Y | +56.9% | +57.5% | -0.6% | +27.7% |
| 5Y | +89.4% | +84.8% | +4.5% | +43.9% |
| 10Y | +412.5% | +424.3% | -11.8% | +157.9% |
| All | +1,984.4% | +6,630.9% | -4,646.6% | +264.6% |
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 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