+47.3%
APD vs RPRX
+66.6%
-19.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +5.1% | -7.3% | -3.3% |
| 30D | +2.1% | +11.2% | -9.1% | -0.4% |
| 3M | +7.2% | +16.7% | -9.5% | +3.2% |
| 6M | +11.2% | +36.0% | -24.7% | +3.1% |
| YTD | +24.4% | +67.8% | -43.4% | +9.5% |
| 1Y | +6.7% | +76.7% | -70.0% | -7.4% |
| 3Y | +9.2% | +128.1% | -118.9% | -11.6% |
| 5Y | +27.4% | +82.9% | -55.5% | +8.1% |
| All | +47.3% | +66.6% | -19.4% | +25.8% |
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