+269.0%
RTX vs ALB
+35.3%
+233.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +1.4% | +1.1% | +0.4% | +1.2% |
| 30D | +7.8% | -2.6% | +10.4% | +8.1% |
| 3M | -9.8% | -25.6% | +15.8% | -5.7% |
| 6M | +13.5% | -54.0% | +67.6% | +28.5% |
| YTD | +10.9% | -31.6% | +42.5% | +14.9% |
| 1Y | +14.0% | -6.6% | +20.5% | +10.9% |
| 3Y | +159.9% | -14.0% | +173.9% | +136.8% |
| 5Y | +151.7% | -62.5% | +214.2% | +170.4% |
| 10Y | +269.0% | +36.3% | +232.7% | +128.5% |
| All | +269.0% | +35.3% | +233.7% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling