+56.8%
RTX vs ADVB
-97.4%
+154.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +3.5% |
| 7D | -3.2% | -1.2% | -2.0% | -3.2% |
| 30D | +5.6% | -61.4% | +67.0% | +6.6% |
| 3M | -11.7% | -67.8% | +56.1% | -10.7% |
| 6M | +12.3% | -66.9% | +79.2% | +13.2% |
| YTD | +8.2% | -64.9% | +73.1% | +8.9% |
| 1Y | +12.6% | -74.8% | +87.3% | +13.4% |
| All | +56.8% | -97.4% | +154.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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