+17.9%
RSP vs AME
+22.2%
-4.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +1.8% | +8.1% | -6.3% | -0.4% |
| 30D | +3.5% | -3.8% | +7.2% | +4.3% |
| 3M | +0.2% | -6.6% | +6.8% | +2.0% |
| 6M | +9.1% | +4.6% | +4.6% | +6.5% |
| YTD | +16.6% | +17.9% | -1.3% | +6.2% |
| 1Y | +17.9% | +23.2% | -5.3% | +4.5% |
| All | +17.9% | +22.2% | -4.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling