+44.9%
AMZN vs RTX
+165.2%
-120.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | -9.2% | -11.6% | +2.3% | -6.1% |
| 3M | +3.4% | +9.2% | -5.8% | +0.3% |
| 6M | +18.2% | -4.4% | +22.6% | +19.3% |
| YTD | +9.3% | +8.9% | +0.5% | +5.5% |
| 1Y | +5.9% | +32.1% | -26.2% | -4.4% |
| 3Y | +82.6% | +151.2% | -68.6% | +27.3% |
| 5Y | +44.9% | +162.9% | -118.0% | -4.5% |
| All | +44.9% | +165.2% | -120.3% | -4.5% |
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