+169.3%
RTX vs AG
+64.2%
+105.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -9.4% | +19.2% | -28.6% | -10.5% |
| 3M | +12.3% | +6.2% | +6.1% | +11.4% |
| 6M | -3.1% | -26.7% | +23.6% | -1.9% |
| YTD | +10.7% | +26.1% | -15.4% | +7.5% |
| 1Y | +28.4% | +131.7% | -103.2% | +18.6% |
| 3Y | +147.1% | +255.3% | -108.3% | +115.5% |
| All | +169.3% | +64.2% | +105.1% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling