-32.3%
AMT vs RPRX
+74.2%
-106.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.4% |
| 7D | -0.2% | -2.8% | +2.6% | +0.6% |
| 30D | +1.8% | +7.2% | -5.3% | -0.3% |
| 3M | -6.2% | +10.9% | -17.1% | -9.2% |
| 6M | -5.0% | +34.6% | -39.5% | -13.3% |
| YTD | +2.1% | +59.0% | -56.9% | -11.5% |
| 1Y | -5.7% | +72.5% | -78.3% | -20.6% |
| 3Y | +7.9% | +124.1% | -116.2% | -17.7% |
| 5Y | -32.3% | +75.9% | -108.3% | -42.8% |
| All | -32.3% | +74.2% | -106.5% | -42.8% |
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 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