+257.6%
ALAB vs RTX
+118.9%
+138.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | +4.8% | +11.5% | +15.5% |
| 30D | -26.1% | +6.5% | -32.6% | -26.7% |
| 3M | -31.3% | -9.6% | -21.6% | -29.9% |
| 6M | -1.0% | +12.3% | -13.3% | -4.5% |
| YTD | +33.3% | +9.5% | +23.9% | +28.9% |
| 1Y | +53.5% | +15.8% | +37.7% | +45.1% |
| All | +257.6% | +118.9% | +138.8% | +167.8% |
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 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