+1,120.4%
RSP vs AMT
+3,840.1%
-2,719.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | +4.4% | -5.8% | -3.1% |
| 30D | +2.1% | +17.7% | -15.6% | -4.5% |
| 3M | -0.9% | +16.7% | -17.6% | -7.1% |
| 6M | +7.5% | +11.1% | -3.6% | +2.0% |
| YTD | +14.6% | +13.9% | +0.7% | +7.0% |
| 1Y | +17.6% | +12.5% | +5.1% | +10.2% |
| 3Y | +60.8% | +13.2% | +47.6% | +45.7% |
| 5Y | +46.1% | -17.9% | +64.0% | +48.3% |
| 10Y | +221.4% | +122.8% | +98.6% | +106.3% |
| All | +1,120.4% | +3,840.1% | -2,719.8% | +259.3% |
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