+147.4%
RTX vs ACM
+1.1%
+146.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +4.8% | +5.6% | -0.9% | +3.2% |
| 30D | +6.5% | +20.8% | -14.3% | +1.1% |
| 3M | -9.6% | +11.4% | -21.0% | -12.6% |
| 6M | +12.3% | +0.9% | +11.4% | +11.1% |
| YTD | +9.5% | -24.8% | +34.3% | +17.3% |
| 1Y | +15.8% | -46.4% | +62.3% | +40.0% |
| 3Y | +157.0% | -9.2% | +166.2% | +146.3% |
| All | +147.4% | +1.1% | +146.4% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling