+1,566.1%
RTX vs AGI
+5,381.0%
-3,814.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -3.1% | +4.4% | -7.5% | -3.3% |
| 30D | -10.6% | +10.0% | -20.5% | -10.9% |
| 3M | +11.6% | +1.7% | +9.9% | +11.4% |
| 6M | -4.5% | -26.8% | +22.3% | -3.7% |
| YTD | +9.6% | -5.3% | +14.9% | +9.4% |
| 1Y | +30.8% | +11.5% | +19.3% | +29.7% |
| 3Y | +152.8% | +212.9% | -60.1% | +141.0% |
| 5Y | +167.1% | +388.8% | -221.7% | +149.9% |
| 10Y | +275.2% | +383.6% | -108.4% | +244.7% |
| All | +1,566.1% | +5,381.0% | -3,814.9% | +1,350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling