+273.8%
RTX vs ADM
+100.2%
+173.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -3.2% | -7.8% | +4.6% | -0.2% |
| 30D | +5.6% | -12.6% | +18.1% | +10.9% |
| 3M | -11.7% | -8.2% | -3.5% | -9.4% |
| 6M | +12.3% | -8.9% | +21.2% | +14.7% |
| YTD | +8.2% | +24.0% | -15.8% | -3.9% |
| 1Y | +12.6% | +26.2% | -13.6% | -1.0% |
| 3Y | +152.8% | +7.0% | +145.8% | +128.8% |
| 5Y | +140.2% | +24.9% | +115.4% | +85.3% |
| 10Y | +273.8% | +102.6% | +171.1% | +96.0% |
| All | +273.8% | +100.2% | +173.6% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling