+172.9%
AJG vs RPRX
+53.1%
+119.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -8.5% | -8.0% | -0.5% | -7.1% |
| 30D | -3.8% | +2.1% | -5.8% | -4.1% |
| 3M | +10.8% | +8.2% | +2.6% | +9.3% |
| 6M | +15.6% | +28.9% | -13.3% | +10.3% |
| YTD | -5.1% | +54.1% | -59.3% | -12.6% |
| 1Y | -16.0% | +65.5% | -81.6% | -23.9% |
| 3Y | +9.7% | +117.3% | -107.5% | -6.4% |
| 5Y | +77.8% | +71.6% | +6.2% | +59.7% |
| All | +172.9% | +53.1% | +119.8% | +143.9% |
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