+678.4%
RTX vs AG
+445.6%
+232.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -9.4% | +19.2% | -28.6% | -10.6% |
| 3M | +12.3% | +6.2% | +6.1% | +11.3% |
| 6M | -3.1% | -26.7% | +23.6% | -1.8% |
| YTD | +10.7% | +26.1% | -15.4% | +7.3% |
| 1Y | +28.4% | +131.7% | -103.2% | +18.4% |
| 3Y | +147.1% | +255.3% | -108.3% | +115.4% |
| 5Y | +167.2% | +61.9% | +105.3% | +141.7% |
| 10Y | +274.7% | +72.0% | +202.7% | +215.9% |
| All | +678.4% | +445.6% | +232.8% | +356.0% |
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