+13.4%
RTX vs ABCL
+213.9%
-200.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.0% |
| 6M | +14.6% | +137.8% | -123.2% | +6.8% |
| YTD | +10.4% | +264.3% | -253.9% | -3.2% |
| All | +13.4% | +213.9% | -200.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling