+1,127.7%
RSP vs ADM
+1,229.3%
-101.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -0.8% | +3.8% | -4.5% | -2.2% |
| 30D | -0.3% | +9.8% | -10.1% | -3.9% |
| 3M | +4.3% | +2.1% | +2.1% | +2.9% |
| 6M | +8.8% | +27.5% | -18.7% | -1.7% |
| YTD | +15.3% | +50.2% | -34.9% | -2.4% |
| 1Y | +18.3% | +40.6% | -22.3% | +2.2% |
| 3Y | +52.8% | +17.2% | +35.6% | +36.5% |
| 5Y | +51.7% | +61.9% | -10.2% | +16.3% |
| 10Y | +208.5% | +159.3% | +49.2% | +91.4% |
| All | +1,127.7% | +1,229.3% | -101.5% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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