+10,266.7%
RTX vs AFL
+18,874.7%
-8,608.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -9.4% | -6.2% | -3.2% | -7.4% |
| 3M | +12.3% | +2.2% | +10.1% | +11.4% |
| 6M | -3.1% | +5.3% | -8.4% | -5.0% |
| YTD | +10.7% | +8.0% | +2.7% | +7.5% |
| 1Y | +28.4% | +10.2% | +18.2% | +23.7% |
| 3Y | +147.1% | +67.1% | +80.0% | +104.6% |
| 5Y | +167.2% | +135.6% | +31.7% | +96.1% |
| 10Y | +274.7% | +299.4% | -24.6% | +134.1% |
| All | +10,266.7% | +18,874.7% | -8,608.0% | +2,380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling