+329.6%
RTX vs ALM
+3,507.4%
-3,177.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.2% |
| 7D | -5.1% | -6.7% | +1.5% | -5.1% |
| 30D | +5.1% | -32.9% | +38.0% | +5.3% |
| 3M | -14.8% | -39.5% | +24.7% | -14.7% |
| 6M | +8.0% | -62.0% | +70.0% | +8.3% |
| YTD | +4.5% | -7.8% | +12.3% | +4.4% |
| 1Y | +9.8% | +26.7% | -16.8% | +9.7% |
| 3Y | +144.2% | +825.4% | -681.2% | +142.1% |
| 5Y | +131.4% | +401.2% | -269.8% | +129.5% |
| 10Y | +273.3% | +2,074.0% | -1,800.8% | +268.3% |
| All | +329.6% | +3,507.4% | -3,177.9% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling