+234.1%
ABT vs RTX
+262.2%
-28.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +4.8% | -6.1% | -2.5% |
| 30D | +6.0% | +6.5% | -0.5% | +4.1% |
| 3M | -1.9% | -9.6% | +7.8% | +0.7% |
| 6M | +31.2% | +12.3% | +18.8% | +26.5% |
| YTD | -11.2% | +9.5% | -20.7% | -14.0% |
| 1Y | -14.0% | +15.8% | -29.8% | -18.0% |
| 3Y | +20.7% | +157.0% | -136.3% | -10.3% |
| 5Y | -6.7% | +148.8% | -155.5% | -30.9% |
| All | +234.1% | +262.2% | -28.1% | +111.7% |
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