+8.0%
RTX vs ALM
-60.8%
+68.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.3% |
| 7D | -5.1% | -6.7% | +1.5% | -5.0% |
| 30D | +5.1% | -32.9% | +38.0% | +5.6% |
| 3M | -14.8% | -39.5% | +24.7% | -14.8% |
| 6M | +8.0% | -62.0% | +70.0% | +9.7% |
| All | +8.0% | -60.8% | +68.8% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling