+34.8%
AIG vs RPRX
+116.2%
-81.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -8.4% | +7.2% | -0.1% |
| 30D | -1.1% | -0.6% | -0.4% | -1.0% |
| 3M | +0.7% | +6.4% | -5.8% | -0.2% |
| 6M | -2.2% | +26.6% | -28.8% | -5.2% |
| YTD | -10.8% | +53.8% | -64.6% | -15.8% |
| 1Y | -2.0% | +62.8% | -64.8% | -8.6% |
| 3Y | +34.8% | +118.0% | -83.2% | +20.3% |
| All | +34.8% | +116.2% | -81.3% | +20.3% |
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 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