+169.3%
RTX vs ACI
-42.9%
+212.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -9.4% | +5.9% | -15.3% | -9.7% |
| 3M | +12.3% | -19.8% | +32.1% | +13.7% |
| 6M | -3.1% | -24.7% | +21.6% | -1.4% |
| YTD | +10.7% | -24.4% | +35.1% | +12.4% |
| 1Y | +28.4% | -31.5% | +59.9% | +31.6% |
| 3Y | +147.1% | -38.7% | +185.7% | +155.6% |
| All | +169.3% | -42.9% | +212.3% | +179.6% |
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