+211.5%
RTX vs ABCL
-79.6%
+291.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -1.7% | +2.3% | -4.0% | -1.8% |
| 30D | +7.7% | -0.7% | +8.4% | +7.6% |
| 3M | -10.3% | +33.4% | -43.7% | -11.6% |
| 6M | +14.6% | +137.8% | -123.2% | +9.7% |
| YTD | +10.4% | +264.3% | -253.9% | +3.6% |
| 1Y | +13.5% | +209.2% | -195.7% | +7.2% |
| 3Y | +158.6% | +208.4% | -49.8% | +139.8% |
| 5Y | +147.3% | -11.9% | +159.1% | +135.7% |
| All | +211.5% | -79.6% | +291.1% | +216.5% |
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