+144.2%
RTX vs ALB
-16.8%
+161.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -5.1% | +9.1% | -14.2% | -5.3% |
| 30D | +5.1% | -3.4% | +8.5% | +5.2% |
| 3M | -14.8% | -20.6% | +5.8% | -14.3% |
| 6M | +8.0% | -48.2% | +56.2% | +9.8% |
| YTD | +4.5% | -29.2% | +33.7% | +5.0% |
| 1Y | +9.8% | +10.0% | -0.2% | +8.8% |
| 3Y | +144.2% | -12.9% | +157.1% | +139.4% |
| All | +144.2% | -16.8% | +161.0% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling