+267.4%
RTX vs ALK
-45.9%
+313.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +4.8% | -1.2% | +6.0% | +5.1% |
| 30D | +6.5% | +7.7% | -1.2% | +3.7% |
| 3M | -9.6% | -19.0% | +9.4% | -4.6% |
| 6M | +12.3% | -0.2% | +12.5% | +9.9% |
| YTD | +9.5% | -23.5% | +33.0% | +14.0% |
| 1Y | +15.8% | -9.1% | +25.0% | +13.7% |
| 3Y | +157.0% | +12.0% | +145.0% | +112.3% |
| 5Y | +148.8% | -30.9% | +179.7% | +138.4% |
| All | +267.4% | -45.9% | +313.3% | +204.8% |
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