-24.5%
AAL vs RPRX
+53.1%
-77.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | -0.9% | -8.0% | +7.1% | +2.2% |
| 30D | -16.0% | +2.1% | -18.0% | -16.8% |
| 3M | -4.2% | +8.2% | -12.4% | -7.7% |
| 6M | +15.7% | +28.9% | -13.2% | +4.2% |
| YTD | -16.2% | +54.1% | -70.3% | -29.6% |
| 1Y | +0.2% | +65.5% | -65.3% | -18.3% |
| 3Y | -8.1% | +117.3% | -125.4% | -33.1% |
| 5Y | -32.2% | +71.6% | -103.8% | -45.3% |
| All | -24.5% | +53.1% | -77.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling