+162.9%
RTX vs ALB
-43.9%
+206.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -1.6% | -8.6% | +7.0% | -1.0% |
| 30D | -11.6% | -4.0% | -7.5% | -11.4% |
| 3M | +9.2% | -17.4% | +26.6% | +10.5% |
| 6M | -4.4% | -25.4% | +21.0% | -2.9% |
| YTD | +8.9% | -10.5% | +19.4% | +8.6% |
| 1Y | +32.1% | +75.8% | -43.7% | +23.7% |
| 3Y | +151.2% | -28.5% | +179.7% | +153.0% |
| 5Y | +162.9% | -45.1% | +208.0% | +172.9% |
| All | +162.9% | -43.9% | +206.8% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling