+162.9%
RTX vs AGI
+392.7%
-229.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | -11.6% | +11.3% | -22.8% | -12.5% |
| 3M | +9.2% | +5.6% | +3.5% | +8.3% |
| 6M | -4.4% | -27.7% | +23.3% | -2.1% |
| YTD | +8.9% | -4.1% | +13.0% | +8.3% |
| 1Y | +32.1% | +13.8% | +18.3% | +28.6% |
| 3Y | +151.2% | +217.0% | -65.8% | +113.9% |
| 5Y | +162.9% | +404.3% | -241.4% | +108.4% |
| All | +162.9% | +392.7% | -229.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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