+273.8%
RTX vs ALLY
+201.0%
+72.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.6% | +3.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +5.6% | +3.4% | +2.1% | +4.1% |
| 3M | -11.7% | -11.1% | -0.6% | -8.2% |
| 6M | +12.3% | -11.5% | +23.8% | +16.6% |
| YTD | +8.2% | -12.3% | +20.5% | +11.9% |
| 1Y | +12.6% | +1.1% | +11.5% | +10.4% |
| 3Y | +152.8% | +64.8% | +88.0% | +93.3% |
| 5Y | +140.2% | -6.9% | +147.1% | +120.7% |
| 10Y | +273.8% | +194.9% | +78.8% | +95.7% |
| All | +273.8% | +201.0% | +72.7% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling