+468.7%
RSP vs AMCR
+106.4%
+362.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | -0.3% | -4.1% | +3.8% | +0.9% |
| 3M | +4.3% | +21.7% | -17.4% | -2.0% |
| 6M | +8.8% | +1.5% | +7.3% | +7.5% |
| YTD | +15.3% | +13.1% | +2.1% | +9.7% |
| 1Y | +18.3% | +16.5% | +1.8% | +11.4% |
| 3Y | +52.8% | +10.3% | +42.6% | +44.7% |
| 5Y | +51.7% | -7.7% | +59.4% | +51.1% |
| 10Y | +208.5% | +24.6% | +183.8% | +172.8% |
| All | +468.7% | +106.4% | +362.3% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling