+151.7%
RTX vs AMT
-19.0%
+170.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | +7.8% | +4.2% | +3.6% | +6.9% |
| 3M | -9.8% | +13.4% | -23.2% | -12.1% |
| 6M | +13.5% | +9.4% | +4.2% | +11.1% |
| YTD | +10.9% | +11.7% | -0.7% | +8.0% |
| 1Y | +14.0% | +7.1% | +6.8% | +11.8% |
| 3Y | +159.9% | +15.1% | +144.8% | +143.7% |
| 5Y | +151.7% | -17.9% | +169.5% | +152.5% |
| All | +151.7% | -19.0% | +170.6% | +152.5% |
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