+27.4%
AMAT vs RTX
-2.3%
+29.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -1.5% | -5.2% | +3.7% | -2.0% |
| 30D | -14.8% | -9.4% | -5.4% | -15.6% |
| 3M | -9.3% | +12.3% | -21.6% | -10.7% |
| 6M | +27.4% | -3.1% | +30.5% | +36.2% |
| All | +27.4% | -2.3% | +29.7% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling