+14.7%
RTX vs ALLY
+4.2%
+10.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.1% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | +7.6% | +5.6% | +2.1% | +6.8% |
| 3M | -8.6% | -11.7% | +3.1% | -7.0% |
| 6M | +15.6% | -7.0% | +22.7% | +16.3% |
| YTD | +9.4% | -10.4% | +19.8% | +11.3% |
| 1Y | +14.7% | +2.4% | +12.3% | +15.0% |
| All | +14.7% | +4.2% | +10.4% | +15.0% |
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