+487.0%
RSP vs ACM
+230.8%
+256.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +4.3% | -8.0% | +12.3% | +6.6% |
| 6M | +8.8% | -29.7% | +38.5% | +22.9% |
| YTD | +15.3% | -29.4% | +44.6% | +29.0% |
| 1Y | +18.3% | -46.4% | +64.7% | +46.9% |
| 3Y | +52.8% | -22.3% | +75.2% | +61.5% |
| 5Y | +51.7% | +4.5% | +47.2% | +41.0% |
| 10Y | +208.5% | +127.6% | +80.8% | +98.5% |
| All | +487.0% | +230.8% | +256.2% | +184.2% |
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