+147.2%
RTX vs ABCL
+139.9%
+7.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -3.1% |
| 7D | -3.8% | -14.9% | +11.1% | -3.4% |
| 30D | +4.7% | -15.4% | +20.0% | +5.1% |
| 3M | -13.4% | +88.0% | -101.4% | -15.6% |
| 6M | +11.8% | +138.8% | -127.0% | +7.7% |
| YTD | +5.8% | +225.4% | -219.7% | +0.6% |
| 1Y | +11.9% | +137.3% | -125.4% | +7.1% |
| All | +147.2% | +139.9% | +7.3% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling