+634.7%
RTX vs AG
+294.5%
+340.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | -5.1% | +6.3% | -11.5% | -5.6% |
| 30D | +5.1% | -8.9% | +14.1% | +5.7% |
| 3M | -14.8% | -12.2% | -2.6% | -14.4% |
| 6M | +8.0% | -28.3% | +36.3% | +9.7% |
| YTD | +4.5% | -8.8% | +13.3% | +3.4% |
| 1Y | +9.8% | +39.4% | -29.5% | +5.2% |
| 3Y | +144.2% | +229.4% | -85.2% | +113.8% |
| 5Y | +131.4% | +14.5% | +116.9% | +114.2% |
| 10Y | +273.3% | +82.7% | +190.5% | +212.3% |
| All | +634.7% | +294.5% | +340.3% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling