-37.0%
APP vs RTX
+10.5%
-47.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +9.4% |
| 7D | +71.2% | -5.1% | +76.4% | +68.8% |
| 30D | +39.1% | +5.1% | +33.9% | +39.0% |
| 3M | +16.5% | -14.8% | +31.4% | +14.0% |
| 6M | -16.6% | +8.0% | -24.6% | -16.0% |
| YTD | -41.9% | +4.5% | -46.4% | -42.9% |
| 1Y | -37.0% | +9.8% | -46.9% | -40.2% |
| All | -37.0% | +10.5% | -47.6% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling