+150.6%
RTX vs AG
+260.2%
-109.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -9.4% | +19.2% | -28.6% | -10.2% |
| 3M | +12.3% | +6.2% | +6.1% | +11.6% |
| 6M | -3.1% | -26.7% | +23.6% | -2.3% |
| YTD | +10.7% | +26.1% | -15.4% | +8.4% |
| 1Y | +28.4% | +131.7% | -103.2% | +20.8% |
| All | +150.6% | +260.2% | -109.5% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling