+268.6%
RTX vs ALLE
+217.2%
+51.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +7.7% | +25.9% | -18.2% | -4.3% |
| 3M | -10.3% | +14.9% | -25.2% | -16.8% |
| 6M | +14.6% | +42.1% | -27.5% | -4.9% |
| YTD | +10.4% | +20.4% | -10.0% | -1.4% |
| 1Y | +13.5% | +14.9% | -1.3% | +3.7% |
| 3Y | +158.6% | +90.1% | +68.5% | +72.0% |
| 5Y | +147.3% | +53.0% | +94.3% | +81.2% |
| 10Y | +268.6% | +208.8% | +59.8% | +88.8% |
| All | +268.6% | +217.2% | +51.4% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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