-41.9%
ACN vs RTX
+150.3%
-192.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | +1.9% | -10.6% | +12.4% | +4.3% |
| 3M | +3.9% | +11.6% | -7.8% | +1.6% |
| 6M | -15.0% | -4.5% | -10.5% | -14.4% |
| YTD | -31.9% | +9.6% | -41.5% | -33.4% |
| 1Y | -28.5% | +30.8% | -59.3% | -33.0% |
| 3Y | -41.9% | +152.8% | -194.7% | -51.9% |
| All | -41.9% | +150.3% | -192.2% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling