+355.9%
APH vs RTX
+168.2%
+187.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +5.0% | -5.2% | +10.1% | +6.8% |
| 30D | -3.9% | -9.4% | +5.5% | -0.7% |
| 3M | +13.0% | +12.3% | +0.7% | +7.6% |
| 6M | +25.2% | -3.1% | +28.3% | +25.6% |
| YTD | +22.9% | +10.7% | +12.3% | +17.5% |
| 1Y | +47.8% | +28.4% | +19.4% | +33.6% |
| 3Y | +283.0% | +147.1% | +136.0% | +168.8% |
| All | +355.9% | +168.2% | +187.8% | +189.5% |
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