+219.8%
ARM vs RTX
+190.0%
+29.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.5% | +11.9% |
| 7D | +6.0% | +1.4% | +4.6% | +5.8% |
| 30D | -20.3% | +7.8% | -28.2% | -21.4% |
| 3M | -24.4% | -9.8% | -14.6% | -22.7% |
| 6M | -4.4% | +13.5% | -17.9% | -7.4% |
| YTD | +86.0% | +10.9% | +75.1% | +79.6% |
| 1Y | +35.8% | +14.0% | +21.8% | +29.9% |
| 3Y | +289.1% | +159.9% | +129.1% | +216.3% |
| All | +219.8% | +190.0% | +29.8% | +142.0% |
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 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