+10,035.4%
RTX vs AME
+18,777.7%
-8,742.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +1.9% |
| 7D | -3.2% | -1.5% | -1.7% | -2.7% |
| 30D | +5.6% | -4.2% | +9.7% | +7.1% |
| 3M | -11.7% | -5.9% | -5.7% | -9.9% |
| 6M | +12.3% | +2.8% | +9.5% | +10.4% |
| YTD | +8.2% | +16.6% | -8.4% | +1.0% |
| 1Y | +12.6% | +22.1% | -9.5% | +3.1% |
| 3Y | +152.8% | +64.7% | +88.2% | +102.5% |
| 5Y | +140.2% | +76.6% | +63.6% | +85.9% |
| 10Y | +273.8% | +443.9% | -170.1% | +95.2% |
| All | +10,035.4% | +18,777.7% | -8,742.3% | +2,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling