+181.4%
RTX vs ALC
+20.4%
+161.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.6% | -5.3% | +3.7% | +0.3% |
| 30D | -11.6% | -7.1% | -4.5% | -9.3% |
| 3M | +9.2% | +0.8% | +8.4% | +8.5% |
| 6M | -4.4% | -16.0% | +11.6% | +1.0% |
| YTD | +8.9% | -12.7% | +21.6% | +13.0% |
| 1Y | +32.1% | -12.8% | +44.9% | +36.8% |
| 3Y | +151.2% | -15.8% | +167.1% | +155.2% |
| 5Y | +162.9% | -16.7% | +179.6% | +162.3% |
| All | +181.4% | +20.4% | +161.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling