+481.3%
RSP vs ACM
+233.3%
+248.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +5.4% | -6.4% | -3.0% |
| 30D | +2.6% | +15.1% | -12.5% | -2.9% |
| 3M | -0.8% | -10.5% | +9.7% | +2.7% |
| 6M | +6.3% | -19.7% | +26.0% | +13.8% |
| YTD | +14.1% | -28.8% | +43.0% | +27.1% |
| 1Y | +18.0% | -47.9% | +65.9% | +48.1% |
| 3Y | +61.0% | -12.4% | +73.4% | +62.0% |
| 5Y | +45.6% | +0.6% | +45.0% | +37.5% |
| 10Y | +220.2% | +161.3% | +58.9% | +95.2% |
| All | +481.3% | +233.3% | +248.0% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling