+500.0%
APP vs RTX
+173.2%
+326.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.2% |
| 7D | +71.2% | -5.1% | +76.4% | +73.2% |
| 30D | +39.1% | +5.1% | +33.9% | +35.6% |
| 3M | +16.5% | -14.8% | +31.4% | +22.0% |
| 6M | -16.6% | +8.0% | -24.6% | -20.4% |
| YTD | -41.9% | +4.5% | -46.4% | -44.5% |
| 1Y | -37.0% | +9.8% | -46.9% | -41.2% |
| 3Y | +892.4% | +144.2% | +748.3% | +543.6% |
| 5Y | +297.3% | +131.4% | +165.9% | +164.5% |
| All | +500.0% | +173.2% | +326.8% | +286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling