+89.8%
RPRX vs ACM
-2.7%
+92.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +5.4% | -5.2% | -0.8% |
| 30D | +18.6% | +15.1% | +3.5% | +15.6% |
| 3M | +18.0% | -10.5% | +28.5% | +20.1% |
| 6M | +33.8% | -19.7% | +53.5% | +38.9% |
| YTD | +76.6% | -28.8% | +105.4% | +86.8% |
| 1Y | +68.2% | -47.9% | +116.1% | +91.9% |
| 3Y | +161.5% | -12.4% | +173.9% | +150.3% |
| All | +89.8% | -2.7% | +92.5% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling