+159.2%
RTX vs ALLY
+62.6%
+96.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.3% |
| 7D | -1.7% | -0.7% | -1.1% | -1.7% |
| 30D | +7.7% | +1.1% | +6.5% | +7.5% |
| 3M | -10.3% | -13.2% | +2.8% | -8.6% |
| 6M | +14.6% | -13.5% | +28.1% | +16.6% |
| YTD | +10.4% | -14.3% | +24.7% | +12.4% |
| 1Y | +13.5% | -1.1% | +14.7% | +13.3% |
| All | +159.2% | +62.6% | +96.6% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling