+283.9%
RTX vs AME
+425.2%
-141.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -1.6% | +1.3% | -2.9% | -2.4% |
| 30D | -11.6% | -6.6% | -5.0% | -7.9% |
| 3M | +9.2% | +3.0% | +6.2% | +6.5% |
| 6M | -4.4% | +5.3% | -9.7% | -8.4% |
| YTD | +8.9% | +15.4% | -6.6% | -1.9% |
| 1Y | +32.1% | +26.8% | +5.3% | +11.6% |
| 3Y | +151.2% | +56.5% | +94.7% | +77.1% |
| 5Y | +162.9% | +85.2% | +77.7% | +59.6% |
| 10Y | +283.9% | +428.5% | -144.6% | +32.2% |
| All | +283.9% | +425.2% | -141.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling