+10,266.7%
RTX vs AA
+295.2%
+9,971.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -9.4% | +5.0% | -14.4% | -10.8% |
| 3M | +12.3% | -35.8% | +48.1% | +24.6% |
| 6M | -3.1% | -18.4% | +15.3% | -0.3% |
| YTD | +10.7% | -5.5% | +16.1% | +8.6% |
| 1Y | +28.4% | +61.0% | -32.5% | +7.7% |
| 3Y | +147.1% | +66.2% | +80.8% | +88.5% |
| 5Y | +167.2% | +11.4% | +155.9% | +105.0% |
| 10Y | +274.7% | +116.9% | +157.8% | +92.0% |
| All | +10,266.7% | +295.2% | +9,971.5% | +3,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling