+197.1%
ABT vs RTX
+286.0%
-88.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -1.5% | -4.3% | -5.5% |
| 30D | -8.1% | -11.0% | +2.9% | -5.2% |
| 3M | +14.5% | +7.7% | +6.9% | +12.0% |
| 6M | -6.3% | -3.9% | -2.4% | -5.6% |
| YTD | -17.1% | +9.0% | -26.1% | -19.5% |
| 1Y | -21.4% | +27.3% | -48.6% | -27.1% |
| 3Y | +5.9% | +172.9% | -167.0% | -22.8% |
| 5Y | -12.8% | +165.2% | -177.9% | -36.7% |
| All | +197.1% | +286.0% | -88.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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