+205.3%
RTX vs ABCL
-79.5%
+284.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +3.4% |
| 7D | -3.2% | +12.4% | -15.6% | -3.6% |
| 30D | +5.6% | -0.4% | +5.9% | +5.4% |
| 3M | -11.7% | +80.4% | -92.1% | -14.1% |
| 6M | +12.3% | +138.5% | -126.2% | +7.6% |
| YTD | +8.2% | +265.5% | -257.3% | +1.6% |
| 1Y | +12.6% | +219.7% | -207.1% | +6.1% |
| 3Y | +152.8% | +209.4% | -56.6% | +134.5% |
| 5Y | +140.2% | -15.0% | +155.2% | +129.1% |
| All | +205.3% | -79.5% | +284.8% | +210.2% |
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