+9,806.7%
RTX vs ALK
+765.2%
+9,041.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.5% |
| 7D | -3.8% | +7.1% | -10.8% | -5.6% |
| 30D | +4.7% | -3.0% | +7.7% | +5.0% |
| 3M | -13.4% | -25.6% | +12.2% | -7.4% |
| 6M | +11.8% | +0.5% | +11.3% | +9.7% |
| YTD | +5.8% | -23.1% | +28.8% | +9.5% |
| 1Y | +11.9% | -7.5% | +19.5% | +10.1% |
| 3Y | +146.3% | +15.3% | +130.9% | +115.8% |
| 5Y | +134.3% | -34.8% | +169.1% | +132.8% |
| 10Y | +277.9% | -41.2% | +319.0% | +259.9% |
| All | +9,806.7% | +765.2% | +9,041.5% | +3,519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling