+144.2%
RTX vs ABCL
+156.0%
-11.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.4% |
| 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% | -16.8% |
| 6M | +8.0% | +135.7% | -127.7% | +4.1% |
| YTD | +4.5% | +247.4% | -242.9% | -0.8% |
| 1Y | +9.8% | +162.3% | -152.4% | +4.9% |
| 3Y | +144.2% | +165.5% | -21.3% | +129.9% |
| All | +144.2% | +156.0% | -11.8% | +129.9% |
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