+1,557.1%
ASML vs RTX
+262.2%
+1,294.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.9% | +4.8% | +0.2% | +2.8% |
| 30D | -9.3% | +6.5% | -15.8% | -11.9% |
| 3M | -19.0% | -9.6% | -9.3% | -15.5% |
| 6M | -5.2% | +12.3% | -17.5% | -11.3% |
| YTD | +40.6% | +9.5% | +31.2% | +32.8% |
| 1Y | +47.5% | +15.8% | +31.7% | +35.5% |
| 3Y | +133.9% | +157.0% | -23.1% | +39.6% |
| 5Y | +83.8% | +148.8% | -65.0% | +10.2% |
| All | +1,557.1% | +262.2% | +1,294.9% | +719.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling