+208.9%
RTX vs ABCL
-81.2%
+290.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +4.8% | -3.3% | +8.1% | +4.9% |
| 30D | +6.5% | -7.1% | +13.6% | +6.6% |
| 3M | -9.6% | +4.7% | -14.4% | -10.1% |
| 6M | +12.3% | +140.9% | -128.6% | +7.5% |
| YTD | +9.5% | +236.0% | -226.5% | +3.0% |
| 1Y | +15.8% | +217.4% | -201.6% | +9.3% |
| 3Y | +157.0% | +188.7% | -31.7% | +138.9% |
| 5Y | +148.8% | -23.5% | +172.3% | +138.0% |
| All | +208.9% | -81.2% | +290.0% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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