+207.1%
RSP vs ACM
+130.7%
+76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -3.7% | +3.0% | +0.7% |
| 30D | -0.3% | -11.1% | +10.8% | +3.8% |
| 3M | +4.3% | -8.0% | +12.3% | +6.7% |
| 6M | +8.8% | -29.7% | +38.5% | +23.6% |
| YTD | +15.3% | -29.4% | +44.6% | +29.7% |
| 1Y | +18.3% | -46.4% | +64.7% | +48.7% |
| 3Y | +52.8% | -22.3% | +75.2% | +60.9% |
| 5Y | +51.7% | +4.5% | +47.2% | +38.9% |
| All | +207.1% | +130.7% | +76.4% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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