+169.3%
RTX vs ABCL
-41.3%
+210.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.2% | +0.7% | -5.9% | -5.2% |
| 30D | -9.4% | +93.1% | -102.5% | -12.3% |
| 3M | +12.3% | +79.4% | -67.1% | +8.8% |
| 6M | -3.1% | +214.9% | -218.0% | -8.8% |
| YTD | +10.7% | +234.2% | -223.5% | +3.6% |
| 1Y | +28.4% | +174.8% | -146.3% | +20.8% |
| 3Y | +147.1% | +104.5% | +42.6% | +132.0% |
| All | +169.3% | -41.3% | +210.6% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling