+147.3%
RTX vs ALK
-28.6%
+175.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -1.7% | +12.9% | -14.7% | -3.6% |
| 30D | +7.7% | +5.5% | +2.2% | +6.6% |
| 3M | -10.3% | -12.1% | +1.8% | -8.9% |
| 6M | +14.6% | +1.7% | +12.9% | +13.2% |
| YTD | +10.4% | -17.4% | +27.8% | +11.5% |
| 1Y | +13.5% | -1.9% | +15.5% | +11.4% |
| 3Y | +158.6% | +21.2% | +137.3% | +129.5% |
| 5Y | +147.3% | -27.8% | +175.1% | +151.6% |
| All | +147.3% | -28.6% | +175.9% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling