+275.2%
RTX vs ACM
+128.0%
+147.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -10.6% | -12.9% | +2.4% | -5.7% |
| 3M | +11.6% | -6.4% | +18.0% | +13.6% |
| 6M | -4.5% | -29.2% | +24.7% | +9.4% |
| YTD | +9.6% | -29.9% | +39.5% | +24.6% |
| 1Y | +30.8% | -47.3% | +78.1% | +69.0% |
| 3Y | +152.8% | -19.6% | +172.5% | +158.3% |
| 5Y | +167.1% | +5.5% | +161.6% | +131.2% |
| 10Y | +275.2% | +129.7% | +145.5% | +120.4% |
| All | +275.2% | +128.0% | +147.2% | +120.4% |
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