+275.2%
RTX vs ALB
+78.9%
+196.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -3.1% | -4.4% | +1.3% | -2.4% |
| 30D | -10.6% | -1.2% | -9.4% | -10.6% |
| 3M | +11.6% | -13.3% | +25.0% | +13.9% |
| 6M | -4.5% | -19.8% | +15.3% | -2.3% |
| YTD | +9.6% | -7.9% | +17.5% | +8.4% |
| 1Y | +30.8% | +60.2% | -29.3% | +14.7% |
| 3Y | +152.8% | -26.4% | +179.3% | +147.2% |
| 5Y | +167.1% | -42.5% | +209.6% | +160.5% |
| 10Y | +275.2% | +83.0% | +192.2% | +110.2% |
| All | +275.2% | +78.9% | +196.2% | +110.2% |
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