+1,123.6%
RTX vs ALNY
+4,163.9%
-3,040.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -3.1% | +5.7% | -8.8% | -3.7% |
| 30D | -10.6% | +18.7% | -29.2% | -12.2% |
| 3M | +11.6% | -11.0% | +22.6% | +12.1% |
| 6M | -4.5% | -18.9% | +14.4% | -3.3% |
| YTD | +9.6% | -34.6% | +44.2% | +13.3% |
| 1Y | +30.8% | -42.8% | +73.7% | +36.9% |
| 3Y | +152.8% | +29.1% | +123.7% | +137.4% |
| 5Y | +167.1% | +39.6% | +127.5% | +141.4% |
| 10Y | +275.2% | +253.8% | +21.4% | +179.9% |
| All | +1,123.6% | +4,163.9% | -3,040.3% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling