+494.3%
RSP vs ACM
+252.7%
+241.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.7% | +6.6% | -5.9% | -1.8% |
| 30D | +3.7% | +19.8% | -16.1% | -3.4% |
| 3M | +0.7% | -3.1% | +3.8% | +1.0% |
| 6M | +9.0% | -11.5% | +20.6% | +12.4% |
| YTD | +16.7% | -24.7% | +41.4% | +27.1% |
| 1Y | +19.0% | -45.1% | +64.0% | +46.2% |
| 3Y | +64.7% | -8.9% | +73.6% | +63.2% |
| 5Y | +49.6% | +5.4% | +44.2% | +38.7% |
| 10Y | +213.2% | +131.1% | +82.1% | +100.6% |
| All | +494.3% | +252.7% | +241.5% | +180.0% |
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