+28.4%
RTX vs ADM
+40.7%
-12.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.2% | +3.8% | -8.9% | -5.0% |
| 30D | -9.4% | +9.8% | -19.1% | -9.1% |
| 3M | +12.3% | +2.1% | +10.2% | +12.4% |
| 6M | -3.1% | +27.5% | -30.6% | -4.6% |
| YTD | +10.7% | +50.2% | -39.5% | +8.4% |
| 1Y | +28.4% | +40.6% | -12.2% | +24.7% |
| All | +28.4% | +40.7% | -12.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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