+594.3%
RTX vs ACM
+233.3%
+361.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -5.1% | +5.4% | -10.5% | -7.0% |
| 30D | +5.1% | +15.1% | -10.0% | -0.2% |
| 3M | -14.8% | -10.5% | -4.4% | -12.1% |
| 6M | +8.0% | -19.7% | +27.7% | +15.1% |
| YTD | +4.5% | -28.8% | +33.3% | +15.4% |
| 1Y | +9.8% | -47.9% | +57.7% | +35.8% |
| 3Y | +144.2% | -12.4% | +156.6% | +143.5% |
| 5Y | +131.4% | +0.6% | +130.9% | +116.1% |
| 10Y | +273.3% | +161.3% | +112.0% | +138.5% |
| All | +594.3% | +233.3% | +361.0% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling