+1,115.8%
RSP vs AME
+4,633.7%
-3,518.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.8% |
| 7D | -1.0% | -5.2% | +4.1% | +1.7% |
| 30D | +2.6% | -8.0% | +10.6% | +7.1% |
| 3M | -0.8% | -8.9% | +8.1% | +3.8% |
| 6M | +6.3% | -5.0% | +11.3% | +8.1% |
| YTD | +14.1% | +11.9% | +2.2% | +5.0% |
| 1Y | +18.0% | +16.6% | +1.4% | +5.9% |
| 3Y | +61.0% | +62.5% | -1.5% | +16.2% |
| 5Y | +45.6% | +67.6% | -22.0% | +2.5% |
| 10Y | +220.2% | +450.4% | -230.2% | +10.0% |
| All | +1,115.8% | +4,633.7% | -3,518.0% | +37.1% |
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