+267.4%
RTX vs AA
+42.1%
+225.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +6.5% | -0.6% | +7.1% | +6.5% |
| 3M | -9.6% | -19.7% | +10.0% | -6.2% |
| 6M | +12.3% | -41.6% | +53.9% | +22.9% |
| YTD | +9.5% | -24.6% | +34.1% | +12.4% |
| 1Y | +15.8% | +4.9% | +11.0% | +11.0% |
| 3Y | +157.0% | +66.8% | +90.2% | +107.7% |
| 5Y | +148.8% | -19.4% | +168.2% | +119.2% |
| All | +267.4% | +42.1% | +225.3% | +99.6% |
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