+162.9%
RTX vs AMCR
-10.2%
+173.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -1.6% | -6.3% | +4.7% | 0.0% |
| 30D | -11.6% | -7.1% | -4.4% | -10.0% |
| 3M | +9.2% | +12.7% | -3.5% | +5.5% |
| 6M | -4.4% | +5.2% | -9.6% | -6.3% |
| YTD | +8.9% | +8.1% | +0.8% | +5.5% |
| 1Y | +32.1% | +11.7% | +20.4% | +26.6% |
| 3Y | +151.2% | +9.9% | +141.3% | +135.7% |
| 5Y | +162.9% | -8.7% | +171.6% | +164.7% |
| All | +162.9% | -10.2% | +173.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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