+160.7%
AIG vs RPRX
+57.8%
+102.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -4.0% | +2.5% | -0.7% |
| 30D | -3.3% | +4.9% | -8.3% | -4.3% |
| 3M | +2.2% | +9.4% | -7.2% | +0.3% |
| 6M | -2.1% | +33.3% | -35.4% | -7.7% |
| YTD | -11.2% | +59.0% | -70.2% | -19.3% |
| 1Y | -2.1% | +69.2% | -71.3% | -12.4% |
| 3Y | +34.4% | +124.1% | -89.7% | +12.3% |
| 5Y | +53.7% | +77.9% | -24.1% | +36.8% |
| All | +160.7% | +57.8% | +102.9% | +132.4% |
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