+132.6%
RTX vs AMT
-20.2%
+152.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -5.1% | +0.5% | -5.7% | -5.3% |
| 30D | +5.1% | +13.6% | -8.5% | +2.4% |
| 3M | -14.8% | +11.5% | -26.3% | -16.8% |
| 6M | +8.0% | +6.9% | +1.1% | +6.2% |
| YTD | +4.5% | +10.8% | -6.4% | +1.8% |
| 1Y | +9.8% | +10.3% | -0.5% | +7.1% |
| 3Y | +144.2% | +12.4% | +131.8% | +130.3% |
| All | +132.6% | -20.2% | +152.8% | +136.8% |
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