+1,127.7%
RSP vs AMT
+3,433.5%
-2,305.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.3% | +4.6% | -5.0% | -2.2% |
| 3M | +4.3% | -8.4% | +12.7% | +7.3% |
| 6M | +8.8% | -6.0% | +14.8% | +10.4% |
| YTD | +15.3% | +2.1% | +13.1% | +12.7% |
| 1Y | +18.3% | -6.4% | +24.7% | +19.4% |
| 3Y | +52.8% | +8.1% | +44.7% | +40.7% |
| 5Y | +51.7% | -31.9% | +83.6% | +66.5% |
| 10Y | +208.5% | +97.1% | +111.4% | +108.3% |
| All | +1,127.7% | +3,433.5% | -2,305.7% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling