+1,115.8%
RSP vs ADM
+999.3%
+116.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.0% | -9.0% | +8.0% | +2.4% |
| 30D | +2.6% | -14.0% | +16.6% | +8.2% |
| 3M | -0.8% | -9.2% | +8.4% | +2.2% |
| 6M | +6.3% | -9.2% | +15.4% | +8.9% |
| YTD | +14.1% | +24.2% | -10.1% | +3.3% |
| 1Y | +18.0% | +27.0% | -9.0% | +5.7% |
| 3Y | +61.0% | +6.6% | +54.4% | +48.2% |
| 5Y | +45.6% | +25.0% | +20.6% | +22.8% |
| 10Y | +220.2% | +100.2% | +119.9% | +118.2% |
| All | +1,115.8% | +999.3% | +116.5% | +344.4% |
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