+147.4%
RTX vs ALC
-9.1%
+156.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.5% |
| 7D | +4.8% | -1.1% | +5.9% | +5.0% |
| 30D | +6.5% | +16.0% | -9.6% | +3.4% |
| 3M | -9.6% | +0.8% | -10.4% | -9.9% |
| 6M | +12.3% | +16.8% | -4.5% | +8.7% |
| YTD | +9.5% | -5.5% | +14.9% | +9.8% |
| 1Y | +15.8% | -5.3% | +21.1% | +16.1% |
| 3Y | +157.0% | +4.1% | +152.9% | +148.7% |
| All | +147.4% | -9.1% | +156.5% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling