+30.8%
RTX vs ALM
+347.8%
-316.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.3% |
| 7D | -3.1% | +8.4% | -11.5% | -3.4% |
| 30D | -10.6% | +34.8% | -45.4% | -11.7% |
| 3M | +11.6% | +16.2% | -4.6% | +10.5% |
| 6M | -4.5% | +2.1% | -6.6% | -5.4% |
| YTD | +9.6% | +117.0% | -107.4% | +6.6% |
| 1Y | +30.8% | +313.9% | -283.0% | +17.3% |
| All | +30.8% | +347.8% | -316.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling