+1,152.9%
RSP vs AME
+4,861.9%
-3,709.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | +4.4% | -4.1% | +8.5% | +6.4% |
| 3M | +1.3% | -6.3% | +7.6% | +4.3% |
| 6M | +10.0% | +3.5% | +6.4% | +6.5% |
| YTD | +17.6% | +17.3% | +0.3% | +5.3% |
| 1Y | +19.2% | +22.0% | -2.8% | +4.3% |
| 3Y | +66.0% | +62.0% | +4.0% | +20.2% |
| 5Y | +50.4% | +78.5% | -28.1% | +2.1% |
| 10Y | +215.7% | +441.6% | -226.0% | +9.5% |
| All | +1,152.9% | +4,861.9% | -3,709.0% | +37.5% |
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 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