+13.3%
RTX vs AG
+15.8%
-2.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.3% |
| 7D | +3.4% | -6.0% | +9.4% | +3.6% |
| 30D | +8.4% | -14.3% | +22.7% | +8.9% |
| 3M | -10.7% | -26.9% | +16.3% | -9.7% |
| 6M | +11.7% | -42.1% | +53.8% | +14.1% |
| YTD | +9.3% | -15.9% | +25.2% | +7.7% |
| 1Y | +13.3% | +11.5% | +1.8% | +8.9% |
| All | +13.3% | +15.8% | -2.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling