+267.4%
RTX vs AG
+76.0%
+191.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +4.8% | -10.0% | +14.7% | +5.4% |
| 30D | +6.5% | -10.5% | +17.0% | +7.0% |
| 3M | -9.6% | -27.3% | +17.6% | -8.3% |
| 6M | +12.3% | -43.0% | +55.3% | +15.3% |
| YTD | +9.5% | -17.9% | +27.4% | +9.1% |
| 1Y | +15.8% | +11.9% | +3.9% | +13.0% |
| 3Y | +157.0% | +201.8% | -44.8% | +129.7% |
| 5Y | +148.8% | -0.1% | +148.9% | +134.0% |
| All | +267.4% | +76.0% | +191.4% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling