+40.1%
ALAB vs RTX
+30.5%
+9.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.7% | +4.0% |
| 7D | +9.6% | -1.6% | +11.2% | +9.5% |
| 30D | -5.3% | -11.6% | +6.3% | -6.4% |
| 3M | -12.0% | +9.2% | -21.2% | -12.7% |
| 6M | +145.7% | -4.4% | +150.1% | +155.6% |
| YTD | +80.7% | +8.9% | +71.8% | +78.5% |
| 1Y | +40.1% | +32.1% | +8.0% | +23.0% |
| All | +40.1% | +30.5% | +9.6% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling