+268.9%
RTX vs ACI
+29.9%
+239.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -5.1% | -2.2% | -2.9% | -5.1% |
| 30D | +5.1% | +10.3% | -5.2% | +4.7% |
| 3M | -14.8% | +7.2% | -22.0% | -15.1% |
| 6M | +8.0% | -18.0% | +26.0% | +8.9% |
| YTD | +4.5% | -22.0% | +26.5% | +5.5% |
| 1Y | +9.8% | -23.4% | +33.2% | +11.1% |
| 3Y | +144.2% | -35.8% | +180.0% | +149.3% |
| 5Y | +131.4% | -43.7% | +175.1% | +135.5% |
| All | +268.9% | +29.9% | +239.1% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling