+30.8%
RTX vs ACM
-47.1%
+78.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -10.6% | -12.9% | +2.4% | -9.3% |
| 3M | +11.6% | -6.4% | +18.0% | +12.2% |
| 6M | -4.5% | -29.2% | +24.7% | -1.4% |
| YTD | +9.6% | -29.9% | +39.5% | +12.3% |
| 1Y | +30.8% | -47.3% | +78.1% | +38.6% |
| All | +30.8% | -47.1% | +78.0% | +38.6% |
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