+194.8%
RTX vs ABCL
-80.5%
+275.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.5% |
| 7D | -5.1% | -3.2% | -2.0% | -5.1% |
| 30D | +5.1% | -7.4% | +12.5% | +5.3% |
| 3M | -14.8% | +81.9% | -96.8% | -17.2% |
| 6M | +8.0% | +135.7% | -127.7% | +3.5% |
| YTD | +4.5% | +247.4% | -242.9% | -1.8% |
| 1Y | +9.8% | +162.3% | -152.4% | +4.2% |
| 3Y | +144.2% | +165.5% | -21.3% | +127.8% |
| 5Y | +131.4% | -21.3% | +152.7% | +121.1% |
| All | +194.8% | -80.5% | +275.3% | +200.0% |
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