+2,761.7%
AVGO vs RTX
+286.9%
+2,474.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | -13.3% | -11.2% | -2.1% | -8.7% |
| 3M | -2.9% | +12.0% | -14.9% | -8.6% |
| 6M | +5.7% | -3.6% | +9.3% | +6.0% |
| YTD | +4.6% | +9.2% | -4.6% | -1.6% |
| 1Y | -1.6% | +29.7% | -31.4% | -15.3% |
| 3Y | +336.2% | +152.0% | +184.3% | +164.5% |
| 5Y | +695.6% | +165.8% | +529.9% | +359.2% |
| All | +2,761.7% | +286.9% | +2,474.9% | +1,341.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling