+1,127.7%
RSP vs AME
+4,813.9%
-3,686.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -0.3% | -6.7% | +6.4% | +3.6% |
| 3M | +4.3% | +4.1% | +0.2% | +1.4% |
| 6M | +8.8% | +1.6% | +7.2% | +6.8% |
| YTD | +15.3% | +16.1% | -0.9% | +4.5% |
| 1Y | +18.3% | +27.3% | -9.0% | +1.2% |
| 3Y | +52.8% | +50.9% | +1.9% | +16.0% |
| 5Y | +51.7% | +81.4% | -29.7% | +2.5% |
| 10Y | +208.5% | +417.0% | -208.5% | +10.4% |
| All | +1,127.7% | +4,813.9% | -3,686.2% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling