+6,750.2%
RTX vs ALB
+2,214.8%
+4,535.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -5.1% | +9.1% | -14.2% | -7.3% |
| 30D | +5.1% | -3.4% | +8.5% | +5.7% |
| 3M | -14.8% | -20.6% | +5.8% | -10.5% |
| 6M | +8.0% | -48.2% | +56.2% | +25.8% |
| YTD | +4.5% | -29.2% | +33.7% | +9.3% |
| 1Y | +9.8% | +10.0% | -0.2% | +1.4% |
| 3Y | +144.2% | -12.9% | +157.1% | +113.4% |
| 5Y | +131.4% | -61.3% | +192.7% | +140.9% |
| 10Y | +273.3% | +35.8% | +237.5% | +130.4% |
| All | +6,750.2% | +2,214.8% | +4,535.5% | +1,641.4% |
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 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