+157.0%
RTX vs ADM
+11.2%
+145.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +4.8% | +4.2% | +0.6% | +4.5% |
| 30D | +6.5% | -12.8% | +19.3% | +7.5% |
| 3M | -9.6% | -8.5% | -1.2% | -9.2% |
| 6M | +12.3% | -10.9% | +23.2% | +13.0% |
| YTD | +9.5% | +29.4% | -20.0% | +5.3% |
| 1Y | +15.8% | +27.5% | -11.7% | +11.7% |
| 3Y | +157.0% | +10.3% | +146.7% | +145.9% |
| All | +157.0% | +11.2% | +145.8% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling