+132.6%
RTX vs ACI
-43.3%
+176.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -5.1% | -2.2% | -2.9% | -5.0% |
| 30D | +5.1% | +10.3% | -5.2% | +4.6% |
| 3M | -14.8% | +7.2% | -22.0% | -15.2% |
| 6M | +8.0% | -18.0% | +26.0% | +9.2% |
| YTD | +4.5% | -22.0% | +26.5% | +5.9% |
| 1Y | +9.8% | -23.4% | +33.2% | +11.5% |
| 3Y | +144.2% | -35.8% | +180.0% | +152.0% |
| All | +132.6% | -43.3% | +176.0% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling