+132.6%
RTX vs AA
-15.4%
+148.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | -5.1% | +0.9% | -6.0% | -5.2% |
| 30D | +5.1% | -6.7% | +11.8% | +5.7% |
| 3M | -14.8% | -16.3% | +1.5% | -13.6% |
| 6M | +8.0% | -37.1% | +45.2% | +12.0% |
| YTD | +4.5% | -25.0% | +29.5% | +5.9% |
| 1Y | +9.8% | +8.6% | +1.3% | +7.4% |
| 3Y | +144.2% | +57.2% | +87.0% | +122.0% |
| All | +132.6% | -15.4% | +148.0% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling