+9,685.3%
RTX vs ADM
+1,561.3%
+8,124.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -5.1% | -9.0% | +3.9% | -2.5% |
| 30D | +5.1% | -14.0% | +19.1% | +9.8% |
| 3M | -14.8% | -9.2% | -5.7% | -12.7% |
| 6M | +8.0% | -9.2% | +17.2% | +10.1% |
| YTD | +4.5% | +24.2% | -19.8% | -3.9% |
| 1Y | +9.8% | +27.0% | -17.1% | +0.2% |
| 3Y | +144.2% | +6.6% | +137.6% | +127.5% |
| 5Y | +131.4% | +25.0% | +106.5% | +101.6% |
| 10Y | +273.3% | +100.2% | +173.0% | +178.7% |
| All | +9,685.3% | +1,561.3% | +8,124.0% | +3,712.9% |
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 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