+207.4%
ALAB vs RTX
+108.9%
+98.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.4% |
| 7D | -26.3% | -5.1% | -21.1% | -25.6% |
| 30D | -50.1% | +5.1% | -55.3% | -50.5% |
| 3M | -42.5% | -14.8% | -27.6% | -40.7% |
| 6M | -10.8% | +8.0% | -18.9% | -13.6% |
| YTD | +14.6% | +4.5% | +10.2% | +11.6% |
| 1Y | +17.1% | +9.8% | +7.3% | +12.0% |
| All | +207.4% | +108.9% | +98.6% | +131.9% |
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 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