+1,094.1%
BAC vs RTX
+10,502.5%
-9,408.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -1.0% |
| 7D | +2.1% | -1.7% | +3.8% | +3.1% |
| 30D | -6.7% | +7.7% | -14.4% | -11.3% |
| 3M | -20.2% | -10.3% | -9.9% | -15.0% |
| 6M | -0.2% | +14.6% | -14.8% | -9.6% |
| YTD | -6.4% | +10.4% | -16.8% | -14.1% |
| 1Y | -3.1% | +13.5% | -16.6% | -12.8% |
| 3Y | +96.7% | +158.6% | -61.9% | +0.4% |
| 5Y | +21.3% | +147.3% | -126.0% | -38.1% |
| 10Y | +237.7% | +268.6% | -30.9% | +27.3% |
| All | +1,094.1% | +10,502.5% | -9,408.4% | +18.8% |
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