+53.2%
RTX vs ADVB
-97.6%
+150.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.5% | +6.2% | -3.2% |
| 7D | -3.8% | -28.0% | +24.3% | -3.5% |
| 30D | +4.7% | -70.2% | +74.9% | +6.0% |
| 3M | -13.4% | -76.1% | +62.7% | -12.1% |
| 6M | +11.8% | -72.3% | +84.1% | +12.9% |
| YTD | +5.8% | -67.5% | +73.2% | +6.5% |
| 1Y | +11.9% | -78.6% | +90.5% | +12.8% |
| All | +53.2% | -97.6% | +150.9% | +53.0% |
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