+20.3%
ARM vs RTX
+12.7%
+7.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +6.5% |
| 7D | -5.3% | -3.2% | -2.1% | -5.5% |
| 30D | -30.0% | +5.6% | -35.6% | -29.7% |
| 3M | -34.1% | -11.7% | -22.4% | -33.8% |
| 6M | -12.6% | +12.3% | -25.0% | -12.5% |
| YTD | +70.4% | +8.2% | +62.2% | +63.8% |
| All | +20.3% | +12.7% | +7.7% | +14.9% |
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