+273.8%
RTX vs ALK
-37.5%
+311.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +1.5% |
| 7D | -3.2% | +8.9% | -12.1% | -5.8% |
| 30D | +5.6% | +5.9% | -0.4% | +3.2% |
| 3M | -11.7% | -16.5% | +4.8% | -7.6% |
| 6M | +12.3% | +2.1% | +10.2% | +9.2% |
| YTD | +8.2% | -17.1% | +25.3% | +10.1% |
| 1Y | +12.6% | -2.9% | +15.4% | +8.4% |
| 3Y | +152.8% | +24.5% | +128.4% | +102.0% |
| 5Y | +140.2% | -29.1% | +169.3% | +130.3% |
| 10Y | +273.8% | -39.1% | +312.9% | +192.6% |
| All | +273.8% | -37.5% | +311.2% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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