+54.7%
RSP vs ACM
-21.7%
+76.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -3.7% | +3.0% | +0.2% |
| 30D | -0.3% | -11.1% | +10.8% | +2.6% |
| 3M | +4.3% | -8.0% | +12.3% | +6.1% |
| 6M | +8.8% | -29.7% | +38.5% | +20.1% |
| YTD | +15.3% | -29.4% | +44.6% | +26.1% |
| 1Y | +18.3% | -46.4% | +64.7% | +42.9% |
| All | +54.7% | -21.7% | +76.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling