+186.0%
RTX vs ALC
+24.0%
+162.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | -9.4% | -0.1% | -9.3% | -9.4% |
| 3M | +12.3% | +5.9% | +6.4% | +9.7% |
| 6M | -3.1% | -15.9% | +12.8% | +2.3% |
| YTD | +10.7% | -10.1% | +20.8% | +13.7% |
| 1Y | +28.4% | -10.2% | +38.6% | +31.6% |
| 3Y | +147.1% | -13.6% | +160.6% | +148.7% |
| 5Y | +167.2% | -15.1% | +182.4% | +165.8% |
| All | +186.0% | +24.0% | +162.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling