+267.0%
RTX vs ALK
-41.7%
+308.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -5.1% | +9.0% | -14.2% | -7.8% |
| 30D | +5.1% | -1.6% | +6.8% | +5.1% |
| 3M | -14.8% | -23.2% | +8.4% | -8.7% |
| 6M | +8.0% | -3.9% | +11.9% | +6.9% |
| YTD | +4.5% | -22.6% | +27.0% | +8.5% |
| 1Y | +9.8% | -5.3% | +15.2% | +6.4% |
| 3Y | +144.2% | +18.6% | +125.6% | +97.5% |
| 5Y | +131.4% | -34.4% | +165.8% | +127.3% |
| All | +267.0% | -41.7% | +308.7% | +196.6% |
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