-10.2%
AMCR vs RPRX
+72.5%
-82.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.6% |
| 7D | -5.0% | -8.0% | +3.1% | -2.6% |
| 30D | -8.0% | +2.1% | -10.1% | -8.7% |
| 3M | +14.3% | +8.2% | +6.1% | +11.2% |
| 6M | +5.3% | +28.9% | -23.6% | -2.8% |
| YTD | +7.7% | +54.1% | -46.4% | -5.5% |
| 1Y | +10.8% | +65.5% | -54.7% | -5.0% |
| 3Y | +9.6% | +117.3% | -107.7% | -14.5% |
| 5Y | -10.2% | +71.6% | -81.8% | -23.0% |
| All | -10.2% | +72.5% | -82.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling