-32.5%
AAL vs RPRX
+74.2%
-106.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +0.8% |
| 7D | -0.3% | -2.8% | +2.5% | +1.0% |
| 30D | -19.0% | +7.2% | -26.2% | -22.0% |
| 3M | -5.1% | +10.9% | -16.0% | -10.5% |
| 6M | +15.5% | +34.6% | -19.1% | -1.5% |
| YTD | -15.8% | +59.0% | -74.7% | -34.1% |
| 1Y | -0.3% | +72.5% | -72.8% | -25.6% |
| 3Y | -7.7% | +124.1% | -131.7% | -40.9% |
| 5Y | -32.5% | +75.9% | -108.4% | -48.2% |
| All | -32.5% | +74.2% | -106.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling