+1,321.9%
AMAT vs RTX
+262.2%
+1,059.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | +4.8% | +6.6% | +8.8% |
| 30D | -17.0% | +6.5% | -23.5% | -19.7% |
| 3M | -30.6% | -9.6% | -21.0% | -26.9% |
| 6M | -14.9% | +12.3% | -27.3% | -21.5% |
| YTD | +44.7% | +9.5% | +35.2% | +34.9% |
| 1Y | +66.9% | +15.8% | +51.0% | +50.5% |
| 3Y | +153.3% | +157.0% | -3.7% | +37.0% |
| 5Y | +146.2% | +148.8% | -2.6% | +32.9% |
| All | +1,321.9% | +262.2% | +1,059.7% | +531.4% |
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