+10,266.7%
RTX vs ADM
+1,908.9%
+8,357.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.2% | +3.8% | -8.9% | -6.3% |
| 30D | -9.4% | +9.8% | -19.1% | -12.1% |
| 3M | +12.3% | +2.1% | +10.2% | +11.0% |
| 6M | -3.1% | +27.5% | -30.6% | -11.1% |
| YTD | +10.7% | +50.2% | -39.5% | -3.6% |
| 1Y | +28.4% | +40.6% | -12.2% | +13.7% |
| 3Y | +147.1% | +17.2% | +129.8% | +124.5% |
| 5Y | +167.2% | +61.9% | +105.4% | +115.3% |
| 10Y | +274.7% | +159.3% | +115.4% | +159.6% |
| All | +10,266.7% | +1,908.9% | +8,357.8% | +3,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling