+14.7%
RTX vs ACM
-46.6%
+61.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -2.9% |
| 7D | +1.3% | +9.5% | -8.2% | +0.6% |
| 30D | +7.6% | +14.7% | -7.1% | +6.5% |
| 3M | -8.6% | -9.5% | +0.8% | -7.9% |
| 6M | +15.6% | -18.0% | +33.7% | +17.2% |
| YTD | +9.4% | -27.3% | +36.6% | +10.7% |
| 1Y | +14.7% | -47.0% | +61.7% | +18.9% |
| All | +14.7% | -46.6% | +61.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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