+296.4%
ARM vs RTX
+189.3%
+107.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | +5.5% | -5.2% | +10.6% | +6.6% |
| 30D | -8.2% | -9.4% | +1.2% | -6.4% |
| 3M | -35.9% | +12.3% | -48.2% | -37.8% |
| 6M | +103.1% | -3.1% | +106.2% | +104.5% |
| YTD | +130.6% | +10.7% | +119.9% | +122.5% |
| 1Y | +86.1% | +28.4% | +57.7% | +70.8% |
| All | +296.4% | +189.3% | +107.1% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling