+183.2%
RTX vs ALC
+21.6%
+161.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -3.1% | -3.7% | +0.6% | -1.8% |
| 30D | -10.6% | -3.7% | -6.8% | -9.4% |
| 3M | +11.6% | +4.6% | +7.1% | +9.5% |
| 6M | -4.5% | -14.6% | +10.1% | +0.3% |
| YTD | +9.6% | -11.9% | +21.4% | +13.3% |
| 1Y | +30.8% | -13.1% | +44.0% | +35.7% |
| 3Y | +152.8% | -15.0% | +167.8% | +155.9% |
| 5Y | +167.1% | -16.2% | +183.3% | +166.3% |
| All | +183.2% | +21.6% | +161.6% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling