-16.4%
AVTR vs RPRX
+52.7%
-69.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -1.1% | -8.4% | +7.3% | +0.9% |
| 30D | +6.3% | -0.6% | +6.9% | +6.4% |
| 3M | +53.3% | +6.4% | +46.9% | +50.7% |
| 6M | +78.6% | +26.6% | +52.1% | +68.4% |
| YTD | +29.2% | +53.8% | -24.5% | +16.3% |
| 1Y | +13.8% | +62.8% | -49.0% | +0.9% |
| 3Y | -27.4% | +118.0% | -145.5% | -40.6% |
| 5Y | -65.0% | +71.2% | -136.2% | -69.5% |
| All | -16.4% | +52.7% | -69.1% | -27.2% |
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 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