+64.8%
RPRX vs ACM
+67.0%
-2.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +5.1% | -3.7% | +8.9% | +5.8% |
| 30D | +11.2% | -11.1% | +22.3% | +13.3% |
| 3M | +16.7% | -8.0% | +24.7% | +18.0% |
| 6M | +36.0% | -29.7% | +65.6% | +44.8% |
| YTD | +67.8% | -29.4% | +97.2% | +77.5% |
| 1Y | +76.7% | -46.4% | +123.1% | +98.3% |
| 3Y | +128.1% | -22.3% | +150.5% | +130.0% |
| 5Y | +82.9% | +4.5% | +78.4% | +69.9% |
| All | +64.8% | +67.0% | -2.3% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling