+7,157.2%
RTX vs ALB
+2,835.3%
+4,321.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | +0.5% |
| 7D | -5.2% | -8.1% | +2.9% | -3.2% |
| 30D | -9.4% | +6.3% | -15.6% | -11.1% |
| 3M | +12.3% | -23.6% | +35.9% | +19.3% |
| 6M | -3.1% | -24.6% | +21.5% | +1.8% |
| YTD | +10.7% | -10.3% | +20.9% | +9.6% |
| 1Y | +28.4% | +61.5% | -33.0% | +6.3% |
| 3Y | +147.1% | -34.0% | +181.0% | +137.8% |
| 5Y | +167.2% | -44.6% | +211.8% | +151.8% |
| 10Y | +274.7% | +76.1% | +198.6% | +117.1% |
| All | +7,157.2% | +2,835.3% | +4,321.9% | +1,646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling