+273.8%
RTX vs ALM
+2,221.4%
-1,947.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +3.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.2% |
| 30D | +5.6% | -26.1% | +31.6% | +6.4% |
| 3M | -11.7% | -38.1% | +26.4% | -10.7% |
| 6M | +12.3% | -55.4% | +67.7% | +14.2% |
| YTD | +8.2% | -0.4% | +8.6% | +7.3% |
| 1Y | +12.6% | +25.4% | -12.8% | +10.8% |
| 3Y | +152.8% | +907.8% | -754.9% | +131.9% |
| 5Y | +140.2% | +440.2% | -300.0% | +121.7% |
| 10Y | +273.8% | +2,031.1% | -1,757.4% | +239.9% |
| All | +273.8% | +2,221.4% | -1,947.7% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling