+48.4%
RSP vs AMT
-15.7%
+64.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | +4.3% | +6.8% | -2.5% | +2.5% |
| 3M | -0.3% | +11.2% | -11.5% | -3.1% |
| 6M | +9.8% | +12.5% | -2.7% | +5.9% |
| YTD | +16.8% | +12.5% | +4.3% | +12.2% |
| 1Y | +19.5% | +10.1% | +9.4% | +15.4% |
| 3Y | +65.1% | +16.0% | +49.1% | +51.1% |
| All | +48.4% | -15.7% | +64.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling