+8.0%
RTX vs AG
-25.7%
+33.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.2% |
| 7D | -5.1% | +6.3% | -11.5% | -5.1% |
| 30D | +5.1% | -8.9% | +14.1% | +5.4% |
| 3M | -14.8% | -12.2% | -2.6% | -15.0% |
| 6M | +8.0% | -28.3% | +36.3% | +9.2% |
| All | +8.0% | -25.7% | +33.8% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling