+108.6%
ASML vs RTX
+168.2%
-59.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | +1.1% | -5.2% | +6.3% | +2.9% |
| 30D | +2.2% | -9.4% | +11.6% | +5.6% |
| 3M | -2.3% | +12.3% | -14.6% | -7.2% |
| 6M | +23.0% | -3.1% | +26.1% | +23.3% |
| YTD | +61.1% | +10.7% | +50.4% | +53.5% |
| 1Y | +129.1% | +28.4% | +100.7% | +105.7% |
| 3Y | +165.4% | +147.1% | +18.3% | +72.0% |
| All | +108.6% | +168.2% | -59.6% | +27.8% |
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 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