+120.4%
AS vs RPRX
+140.8%
-20.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -4.9% | +5.1% | -10.0% | -5.9% |
| 30D | -19.6% | +11.2% | -30.8% | -21.4% |
| 3M | -14.4% | +16.7% | -31.1% | -17.3% |
| 6M | -20.1% | +36.0% | -56.1% | -26.0% |
| YTD | -20.9% | +67.8% | -88.7% | -30.1% |
| 1Y | -21.9% | +76.7% | -98.6% | -32.0% |
| All | +120.4% | +140.8% | -20.5% | +76.2% |
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