+293.4%
ARM vs RTX
+159.8%
+133.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.5% | +12.0% |
| 7D | +6.0% | +1.4% | +4.6% | +5.8% |
| 30D | -20.3% | +7.8% | -28.2% | -21.2% |
| 3M | -24.4% | -9.8% | -14.6% | -23.0% |
| 6M | -4.4% | +13.5% | -17.9% | -6.7% |
| YTD | +86.0% | +10.9% | +75.1% | +80.8% |
| 1Y | +35.8% | +14.0% | +21.8% | +31.0% |
| All | +293.4% | +159.8% | +133.6% | +339.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling