-13.2%
AMT vs RPRX
+79.7%
-92.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | -2.2% | +2.1% | -4.2% | -2.6% |
| 30D | +5.8% | +21.9% | -16.1% | +1.2% |
| 3M | +12.6% | +16.9% | -4.4% | +8.6% |
| 6M | +8.3% | +34.5% | -26.2% | +1.1% |
| YTD | +11.4% | +80.9% | -69.5% | -2.9% |
| 1Y | +7.7% | +77.6% | -69.9% | -5.7% |
| 3Y | +14.8% | +173.5% | -158.7% | -10.1% |
| 5Y | -18.0% | +84.9% | -102.9% | -30.1% |
| All | -13.2% | +79.7% | -92.9% | -26.6% |
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