+275.2%
RTX vs AA
+121.7%
+153.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.7% |
| 7D | -3.1% | +1.7% | -4.7% | -3.4% |
| 30D | -10.6% | +3.3% | -13.9% | -11.3% |
| 3M | +11.6% | -29.4% | +41.1% | +18.6% |
| 6M | -4.5% | -12.8% | +8.3% | -3.7% |
| YTD | +9.6% | -2.1% | +11.7% | +7.3% |
| 1Y | +30.8% | +62.8% | -31.9% | +14.4% |
| 3Y | +152.8% | +90.5% | +62.4% | +99.7% |
| 5Y | +167.1% | +19.1% | +148.0% | +113.7% |
| 10Y | +275.2% | +124.8% | +150.4% | +84.8% |
| All | +275.2% | +121.7% | +153.5% | +84.8% |
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