+275.2%
RTX vs ALM
+3,219.4%
-2,944.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.2% |
| 7D | -3.1% | +8.4% | -11.5% | -3.3% |
| 30D | -10.6% | +34.8% | -45.4% | -11.4% |
| 3M | +11.6% | +16.2% | -4.6% | +10.8% |
| 6M | -4.5% | +2.1% | -6.6% | -5.2% |
| YTD | +9.6% | +117.0% | -107.4% | +6.4% |
| 1Y | +30.8% | +313.9% | -283.0% | +24.3% |
| 3Y | +152.8% | +2,327.9% | -2,175.1% | +125.2% |
| 5Y | +167.1% | +1,040.6% | -873.5% | +141.1% |
| 10Y | +275.2% | +3,219.4% | -2,944.3% | +230.8% |
| All | +275.2% | +3,219.4% | -2,944.3% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling