+172.5%
AME vs RPRX
+57.8%
+114.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.8% |
| 7D | +2.8% | -2.8% | +5.6% | +3.2% |
| 30D | -6.3% | +7.2% | -13.4% | -7.3% |
| 3M | +5.4% | +10.9% | -5.5% | +3.5% |
| 6M | +7.4% | +34.6% | -27.1% | +2.2% |
| YTD | +16.2% | +59.0% | -42.8% | +7.7% |
| 1Y | +26.8% | +72.5% | -45.7% | +15.9% |
| 3Y | +57.5% | +124.1% | -66.6% | +37.3% |
| 5Y | +84.8% | +75.9% | +8.9% | +68.7% |
| All | +172.5% | +57.8% | +114.6% | +145.8% |
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