+10.1%
AMCR vs RPRX
+57.8%
-47.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.3% | -4.0% | -2.3% | -5.4% |
| 30D | -7.1% | +4.9% | -12.1% | -8.2% |
| 3M | +12.7% | +9.4% | +3.3% | +10.2% |
| 6M | +5.2% | +33.3% | -28.1% | -1.6% |
| YTD | +8.1% | +59.0% | -50.9% | -2.6% |
| 1Y | +10.0% | +69.2% | -59.2% | -2.3% |
| 3Y | +6.6% | +124.1% | -117.5% | -11.5% |
| 5Y | -11.4% | +77.9% | -89.3% | -22.6% |
| All | +10.1% | +57.8% | -47.8% | -4.4% |
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