+167.1%
RTX vs AMT
-31.2%
+198.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -10.6% | +1.8% | -12.4% | -10.9% |
| 3M | +11.6% | -6.2% | +17.8% | +12.9% |
| 6M | -4.5% | -5.0% | +0.5% | -3.8% |
| YTD | +9.6% | +2.1% | +7.5% | +8.7% |
| 1Y | +30.8% | -5.7% | +36.6% | +31.7% |
| 3Y | +152.8% | +7.9% | +144.9% | +139.6% |
| 5Y | +167.1% | -32.3% | +199.4% | +178.7% |
| All | +167.1% | -31.2% | +198.3% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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