+132.6%
RTX vs ADP
+47.3%
+85.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -5.1% | +3.2% | -8.4% | -6.1% |
| 30D | +5.1% | +14.9% | -9.8% | +0.6% |
| 3M | -14.8% | +11.6% | -26.4% | -17.9% |
| 6M | +8.0% | +48.5% | -40.4% | -5.7% |
| YTD | +4.5% | +20.6% | -16.1% | -1.7% |
| 1Y | +9.8% | +23.7% | -13.8% | +2.1% |
| 3Y | +144.2% | +47.8% | +96.4% | +109.7% |
| All | +132.6% | +47.3% | +85.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling