+273.8%
RTX vs ADP
+327.9%
-54.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | +5.6% | +11.5% | -6.0% | -0.5% |
| 3M | -11.7% | +12.0% | -23.7% | -17.3% |
| 6M | +12.3% | +43.8% | -31.5% | -8.8% |
| YTD | +8.2% | +20.1% | -11.9% | -3.9% |
| 1Y | +12.6% | +22.3% | -9.7% | -1.3% |
| 3Y | +152.8% | +43.3% | +109.6% | +98.5% |
| 5Y | +140.2% | +47.3% | +92.9% | +79.2% |
| 10Y | +273.8% | +313.7% | -39.9% | +71.4% |
| All | +273.8% | +327.9% | -54.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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