+163.1%
RTX vs ALNY
+30.5%
+132.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.5% | -6.5% | +5.0% | -1.2% |
| 30D | -11.0% | +11.0% | -22.0% | -11.6% |
| 3M | +7.7% | -14.1% | +21.7% | +8.2% |
| 6M | -3.9% | -22.4% | +18.5% | -2.9% |
| YTD | +9.0% | -37.5% | +46.4% | +11.3% |
| 1Y | +27.3% | -46.9% | +74.2% | +31.0% |
| 3Y | +172.9% | +22.1% | +150.8% | +165.7% |
| All | +163.1% | +30.5% | +132.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling