+1,376.8%
BAC vs RTX
+10,530.0%
-9,153.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +1.1% | -5.2% | +6.2% | +4.4% |
| 30D | -0.4% | -9.4% | +9.0% | +5.8% |
| 3M | +16.9% | +12.3% | +4.6% | +7.8% |
| 6M | +26.6% | -3.1% | +29.7% | +27.5% |
| YTD | +15.8% | +10.7% | +5.1% | +6.5% |
| 1Y | +27.2% | +28.4% | -1.2% | +5.5% |
| 3Y | +132.4% | +147.1% | -14.7% | +21.7% |
| 5Y | +72.6% | +167.2% | -94.7% | -16.0% |
| 10Y | +389.7% | +274.7% | +115.0% | +83.3% |
| All | +1,376.8% | +10,530.0% | -9,153.2% | +47.3% |
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