+275.2%
RTX vs ADM
+158.6%
+116.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -10.6% | +11.0% | -21.6% | -14.4% |
| 3M | +11.6% | +6.0% | +5.6% | +8.3% |
| 6M | -4.5% | +26.9% | -31.4% | -14.7% |
| YTD | +9.6% | +50.0% | -40.4% | -9.0% |
| 1Y | +30.8% | +39.6% | -8.8% | +11.3% |
| 3Y | +152.8% | +18.5% | +134.3% | +123.9% |
| 5Y | +167.1% | +62.6% | +104.5% | +83.6% |
| 10Y | +275.2% | +162.4% | +112.8% | +82.8% |
| All | +275.2% | +158.6% | +116.5% | +82.8% |
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