+275.2%
RTX vs AG
+57.4%
+217.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -3.1% | +4.5% | -7.6% | -3.4% |
| 30D | -10.6% | +12.9% | -23.4% | -11.3% |
| 3M | +11.6% | +20.9% | -9.3% | +10.0% |
| 6M | -4.5% | -19.5% | +15.0% | -3.9% |
| YTD | +9.6% | +24.8% | -15.2% | +6.8% |
| 1Y | +30.8% | +120.2% | -89.4% | +22.2% |
| 3Y | +152.8% | +279.0% | -126.2% | +123.3% |
| 5Y | +167.1% | +67.9% | +99.2% | +144.1% |
| 10Y | +275.2% | +57.5% | +217.7% | +239.9% |
| All | +275.2% | +57.4% | +217.8% | +239.9% |
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