+102.6%
ADM vs RPRX
+80.9%
+21.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -1.8% | +4.6% | -6.4% | -2.5% |
| 30D | -13.3% | +22.0% | -35.2% | -15.9% |
| 3M | -13.4% | +20.3% | -33.6% | -15.9% |
| 6M | -9.6% | +37.9% | -47.5% | -14.2% |
| YTD | +23.0% | +82.2% | -59.2% | +11.5% |
| 1Y | +27.4% | +83.7% | -56.3% | +15.3% |
| 3Y | +5.7% | +175.4% | -169.8% | -11.7% |
| 5Y | +22.1% | +87.7% | -65.7% | +7.7% |
| All | +102.6% | +80.9% | +21.7% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling