+165.0%
AMAT vs RTX
+149.1%
+15.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.8% | +10.7% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | -26.9% | +5.6% | -32.5% | -27.5% |
| 3M | -31.2% | -11.7% | -19.5% | -29.8% |
| 6M | -14.7% | +12.3% | -27.0% | -17.3% |
| YTD | +44.7% | +8.2% | +36.5% | +41.9% |
| 1Y | +62.0% | +12.6% | +49.4% | +57.5% |
| 3Y | +165.0% | +152.8% | +12.1% | +159.4% |
| All | +165.0% | +149.1% | +15.8% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling