+400.4%
ALAB vs RTX
+121.3%
+279.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.4% | +9.9% |
| 7D | +7.2% | -5.2% | +12.4% | +8.2% |
| 30D | -2.5% | -9.4% | +6.9% | -0.8% |
| 3M | -13.3% | +12.3% | -25.6% | -16.5% |
| 6M | +172.8% | -3.1% | +176.0% | +176.9% |
| YTD | +86.6% | +10.7% | +75.9% | +79.5% |
| 1Y | +65.2% | +28.4% | +36.7% | +49.6% |
| All | +400.4% | +121.3% | +279.1% | +273.1% |
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 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