+177.0%
RPRX vs ACM
-9.1%
+186.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +3.3% | +5.6% | -2.3% | +2.8% |
| 30D | +17.9% | +20.8% | -2.9% | +15.9% |
| 3M | +19.2% | +11.4% | +7.8% | +17.9% |
| 6M | +31.7% | +0.9% | +30.8% | +31.2% |
| YTD | +82.5% | -24.8% | +107.3% | +87.1% |
| 1Y | +78.4% | -46.4% | +124.9% | +92.3% |
| 3Y | +177.0% | -9.2% | +186.2% | +163.3% |
| All | +177.0% | -9.1% | +186.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling