+1,236.0%
RTX vs AGG
+98.1%
+1,137.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | +12.3% | -0.7% | +13.0% | +12.1% |
| 6M | -3.1% | -1.5% | -1.6% | -3.5% |
| YTD | +10.7% | -0.3% | +10.9% | +10.6% |
| 1Y | +28.4% | +1.3% | +27.1% | +28.8% |
| 3Y | +147.1% | +13.2% | +133.8% | +154.5% |
| 5Y | +167.2% | -1.4% | +168.7% | +158.6% |
| 10Y | +274.7% | +14.9% | +259.9% | +296.9% |
| All | +1,236.0% | +98.1% | +1,137.9% | +1,716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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