+201.8%
AG vs RPRX
+177.1%
+24.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | -10.0% | +3.3% | -13.3% | -10.4% |
| 30D | -10.5% | +17.9% | -28.4% | -12.7% |
| 3M | -27.3% | +19.2% | -46.5% | -29.0% |
| 6M | -43.0% | +31.7% | -74.7% | -45.2% |
| YTD | -17.9% | +82.5% | -100.4% | -24.0% |
| 1Y | +11.9% | +78.4% | -66.5% | +3.8% |
| 3Y | +201.8% | +177.0% | +24.9% | +149.5% |
| All | +201.8% | +177.1% | +24.8% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling