+51.7%
AMZN vs RTX
+147.6%
-95.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.9% |
| 7D | +2.8% | +3.4% | -0.6% | +1.9% |
| 30D | +3.4% | +8.4% | -5.0% | +1.0% |
| 3M | +0.1% | -10.7% | +10.7% | +3.0% |
| 6M | +0.6% | +11.7% | -11.1% | -3.3% |
| YTD | +15.9% | +9.3% | +6.5% | +11.5% |
| 1Y | +9.5% | +13.3% | -3.8% | +4.1% |
| 3Y | +86.3% | +156.1% | -69.8% | +29.2% |
| 5Y | +51.7% | +148.5% | -96.8% | +3.2% |
| All | +51.7% | +147.6% | -95.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling