-13.5%
AMT vs RPRX
+79.2%
-92.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +0.4% | +3.4% | -3.0% | -0.4% |
| 30D | +3.7% | +20.8% | -17.1% | -0.5% |
| 3M | +10.7% | +21.6% | -10.9% | +5.9% |
| 6M | +9.3% | +36.5% | -27.3% | +1.7% |
| YTD | +10.9% | +80.4% | -69.5% | -3.2% |
| 1Y | +10.5% | +81.8% | -71.3% | -3.8% |
| 3Y | +15.5% | +170.9% | -155.3% | -9.3% |
| 5Y | -20.6% | +95.2% | -115.8% | -32.7% |
| All | -13.5% | +79.2% | -92.7% | -26.9% |
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 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