+1,064.4%
BAC vs RTX
+9,933.9%
-8,869.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | -1.2% | -5.1% | +4.0% | +2.0% |
| 30D | -7.7% | +5.1% | -12.8% | -10.9% |
| 3M | -21.2% | -14.8% | -6.3% | -13.3% |
| 6M | -6.8% | +8.0% | -14.9% | -12.5% |
| YTD | -8.7% | +4.5% | -13.2% | -13.3% |
| 1Y | -5.3% | +9.8% | -15.1% | -13.0% |
| 3Y | +87.4% | +144.2% | -56.7% | -0.8% |
| 5Y | +18.9% | +131.4% | -112.5% | -36.7% |
| 10Y | +273.3% | +273.3% | 0.0% | +39.6% |
| All | +1,064.4% | +9,933.9% | -8,869.5% | +20.0% |
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