+259.0%
RTX vs ALLY
+101.5%
+157.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -3.8% | -1.1% | -2.6% | -3.5% |
| 30D | +4.7% | +4.2% | +0.5% | +3.1% |
| 3M | -13.4% | -12.4% | -1.0% | -9.6% |
| 6M | +11.8% | -8.7% | +20.5% | +14.7% |
| YTD | +5.8% | -11.6% | +17.4% | +9.0% |
| 1Y | +11.9% | +0.2% | +11.8% | +10.1% |
| 3Y | +146.3% | +57.1% | +89.2% | +94.1% |
| 5Y | +134.3% | -6.8% | +141.1% | +115.2% |
| 10Y | +277.9% | +200.4% | +77.5% | +95.2% |
| All | +259.0% | +101.5% | +157.5% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling