+6,642.4%
ABT vs RTX
+10,530.0%
-3,887.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -3.7% | -5.2% | +1.5% | -2.2% |
| 30D | +2.5% | -9.4% | +11.9% | +5.3% |
| 3M | +20.2% | +12.3% | +7.9% | +15.9% |
| 6M | -2.9% | -3.1% | +0.2% | -2.4% |
| YTD | -11.9% | +10.7% | -22.6% | -15.0% |
| 1Y | -16.5% | +28.4% | -45.0% | -23.1% |
| 3Y | +12.1% | +147.1% | -134.9% | -16.2% |
| 5Y | -7.4% | +167.2% | -174.7% | -33.1% |
| 10Y | +210.7% | +274.7% | -64.0% | +93.2% |
| All | +6,642.4% | +10,530.0% | -3,887.6% | +1,451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling