+125.3%
AS vs RPRX
+159.7%
-34.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -3.6% | +2.1% | -5.7% | -4.0% |
| 30D | +3.4% | +21.9% | -18.5% | -0.6% |
| 3M | -8.6% | +16.9% | -25.5% | -11.4% |
| 6M | -10.0% | +34.5% | -44.6% | -15.9% |
| YTD | -19.2% | +80.9% | -100.1% | -29.6% |
| 1Y | -3.8% | +77.6% | -81.4% | -15.9% |
| All | +125.3% | +159.7% | -34.4% | +77.5% |
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