+256.7%
AFL vs RPRX
+57.8%
+198.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.5% | -0.8% |
| 7D | -0.7% | -2.8% | +2.0% | -0.2% |
| 30D | -7.1% | +7.2% | -14.3% | -8.4% |
| 3M | +0.4% | +10.9% | -10.5% | -1.7% |
| 6M | +4.5% | +34.6% | -30.0% | -1.4% |
| YTD | +6.1% | +59.0% | -52.9% | -3.1% |
| 1Y | +10.6% | +72.5% | -62.0% | -0.7% |
| 3Y | +64.0% | +124.1% | -60.1% | +39.3% |
| 5Y | +133.7% | +75.9% | +57.8% | +108.4% |
| All | +256.7% | +57.8% | +198.9% | +215.3% |
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 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