+268.6%
RTX vs AA
+45.1%
+223.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +2.9% |
| 7D | -1.7% | +1.2% | -3.0% | -2.0% |
| 30D | +7.7% | -5.0% | +12.7% | +8.6% |
| 3M | -10.3% | -22.2% | +11.9% | -6.4% |
| 6M | +14.6% | -36.3% | +50.9% | +23.2% |
| YTD | +10.4% | -24.2% | +34.6% | +13.2% |
| 1Y | +13.5% | +3.9% | +9.7% | +8.9% |
| 3Y | +158.6% | +67.6% | +91.0% | +108.9% |
| 5Y | +147.3% | -8.8% | +156.1% | +109.8% |
| 10Y | +268.6% | +45.0% | +223.7% | +100.2% |
| All | +268.6% | +45.1% | +223.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling