+30.8%
RTX vs ACI
-33.6%
+64.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.2% |
| 7D | -3.1% | -2.6% | -0.5% | -3.3% |
| 30D | -10.6% | +1.1% | -11.6% | -10.5% |
| 3M | +11.6% | -23.6% | +35.3% | +10.5% |
| 6M | -4.5% | -29.9% | +25.4% | -5.2% |
| YTD | +9.6% | -26.9% | +36.4% | +8.3% |
| 1Y | +30.8% | -34.2% | +65.1% | +31.3% |
| All | +30.8% | -33.6% | +64.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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