-20.6%
AMT vs RPRX
+57.8%
-78.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.5% | -4.0% | +5.4% | +2.3% |
| 30D | +3.7% | +4.9% | -1.2% | +2.6% |
| 3M | -7.2% | +9.4% | -16.5% | -9.2% |
| 6M | -4.2% | +33.3% | -37.5% | -10.4% |
| YTD | +1.9% | +59.0% | -57.1% | -8.6% |
| 1Y | -6.4% | +69.2% | -75.6% | -17.4% |
| 3Y | +7.7% | +124.1% | -116.4% | -11.8% |
| 5Y | -30.9% | +77.9% | -108.8% | -40.1% |
| All | -20.6% | +57.8% | -78.5% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling