+278.0%
RTX vs ALK
-34.2%
+312.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -9.4% | -19.2% | +9.9% | -3.6% |
| 3M | +12.3% | -1.5% | +13.8% | +11.6% |
| 6M | -3.1% | -13.1% | +9.9% | -1.3% |
| YTD | +10.7% | -16.4% | +27.1% | +13.1% |
| 1Y | +28.4% | -33.1% | +61.5% | +39.8% |
| 3Y | +147.1% | +0.6% | +146.4% | +115.6% |
| 5Y | +167.2% | -26.4% | +193.6% | +153.1% |
| All | +278.0% | -34.2% | +312.2% | +191.6% |
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