+476.5%
RSP vs AMCR
+100.3%
+376.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -2.4% | +4.7% | +3.1% |
| 30D | +4.3% | +3.6% | +0.7% | +3.1% |
| 3M | -0.3% | -4.2% | +3.9% | +0.8% |
| 6M | +9.8% | +15.5% | -5.7% | +4.6% |
| YTD | +16.8% | +9.7% | +7.1% | +12.1% |
| 1Y | +19.5% | +8.3% | +11.2% | +15.1% |
| 3Y | +65.1% | +15.4% | +49.8% | +54.2% |
| 5Y | +48.7% | -9.1% | +57.8% | +48.7% |
| 10Y | +213.6% | +18.6% | +194.9% | +179.4% |
| All | +476.5% | +100.3% | +376.2% | +408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling