+273.8%
RTX vs ACM
+147.1%
+126.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +1.3% |
| 7D | -3.2% | +6.9% | -10.1% | -6.0% |
| 30D | +5.6% | +19.1% | -13.5% | -2.3% |
| 3M | -11.7% | -6.9% | -4.8% | -9.8% |
| 6M | +12.3% | -12.0% | +24.4% | +16.5% |
| YTD | +8.2% | -25.1% | +33.3% | +19.4% |
| 1Y | +12.6% | -45.4% | +58.0% | +43.9% |
| 3Y | +152.8% | -6.9% | +159.7% | +140.5% |
| 5Y | +140.2% | +3.7% | +136.5% | +110.7% |
| 10Y | +273.8% | +135.8% | +138.0% | +113.5% |
| All | +273.8% | +147.1% | +126.7% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling