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  • RSP vs AU✓SelectedUSD · AURSP vs AU performance historyLatest closeAs of-1.04%09/08
Stock and ETF performance explorer

RSP vs AU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,115.0%
AU return
+419.3%
Excess return
+695.7%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAUExcessAlpha
1D-1.0%-1.1%+0.1%-0.9%
7D-0.4%-0.3%-0.1%-0.4%
30D-1.5%+12.8%-14.3%-2.8%
3M+4.8%+28.5%-23.7%+1.9%
6M+10.3%+4.8%+5.4%+8.8%
YTD+14.1%+31.0%-16.9%+9.7%
1Y+17.0%+81.4%-64.4%+8.5%
3Y+54.2%+618.4%-564.3%+21.7%
5Y+51.5%+686.3%-634.8%+16.2%
10Y+204.4%+664.5%-460.1%+118.6%
All+1,115.0%+419.3%+695.7%+714.6%

Cumulative growth

Daily Returns

Daily percentage return beside AU.

Daily Out/Under-Performance

Portfolio return minus AU return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × AU 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 AU 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