+147.4%
RTX vs AFL
+149.6%
-2.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.8% | +2.9% | +1.9% | +3.6% |
| 30D | +6.5% | +8.0% | -1.5% | +3.2% |
| 3M | -9.6% | +5.9% | -15.5% | -11.8% |
| 6M | +12.3% | +11.6% | +0.7% | +7.2% |
| YTD | +9.5% | +17.5% | -8.1% | +2.0% |
| 1Y | +15.8% | +13.3% | +2.6% | +9.6% |
| 3Y | +157.0% | +67.0% | +90.0% | +101.1% |
| All | +147.4% | +149.6% | -2.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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