-9.4%
ABT vs RTX
+165.2%
-174.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | -3.1% | -11.6% | +8.4% | -0.6% |
| 3M | +16.1% | +9.2% | +7.0% | +13.7% |
| 6M | -5.3% | -4.4% | -0.9% | -4.8% |
| YTD | -14.4% | +8.9% | -23.3% | -16.4% |
| 1Y | -18.4% | +32.1% | -50.5% | -23.7% |
| 3Y | +11.2% | +151.2% | -140.0% | -12.4% |
| 5Y | -9.4% | +162.9% | -172.3% | -29.1% |
| All | -9.4% | +165.2% | -174.6% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling