+45.4%
RSP vs AMC
-99.3%
+144.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.2% |
| 30D | +2.6% | +9.0% | -6.4% | +2.1% |
| 3M | -0.8% | +22.2% | -23.0% | -1.9% |
| 6M | +6.3% | +91.5% | -85.2% | +2.0% |
| YTD | +14.1% | +101.3% | -87.1% | +8.8% |
| 1Y | +18.0% | +20.8% | -2.8% | +15.1% |
| 3Y | +61.0% | -71.3% | +132.3% | +64.2% |
| All | +45.4% | -99.3% | +144.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling