+28.4%
RTX vs ALLY
+9.5%
+18.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.2% | +3.7% | -8.8% | -5.7% |
| 30D | -9.4% | -2.3% | -7.1% | -9.1% |
| 3M | +12.3% | +3.8% | +8.5% | +11.4% |
| 6M | -3.1% | +9.7% | -12.8% | -4.2% |
| YTD | +10.7% | -1.4% | +12.1% | +11.1% |
| 1Y | +28.4% | +8.2% | +20.2% | +25.9% |
| All | +28.4% | +9.5% | +18.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling