+144.2%
RTX vs ADP
+48.5%
+95.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -5.1% | +3.2% | -8.4% | -5.7% |
| 30D | +5.1% | +14.9% | -9.8% | +2.3% |
| 3M | -14.8% | +11.6% | -26.4% | -16.7% |
| 6M | +8.0% | +48.5% | -40.4% | -1.0% |
| YTD | +4.5% | +20.6% | -16.1% | +2.6% |
| 1Y | +9.8% | +23.7% | -13.8% | +6.6% |
| 3Y | +144.2% | +47.8% | +96.4% | +135.5% |
| All | +144.2% | +48.5% | +95.6% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling