+2,457.1%
RTX vs AMT
+1,311.4%
+1,145.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -9.4% | +4.6% | -14.0% | -10.1% |
| 3M | +12.3% | -8.4% | +20.7% | +13.7% |
| 6M | -3.1% | -6.0% | +2.9% | -2.4% |
| YTD | +10.7% | +2.1% | +8.5% | +9.9% |
| 1Y | +28.4% | -6.4% | +34.8% | +29.2% |
| 3Y | +147.1% | +8.1% | +139.0% | +140.2% |
| 5Y | +167.2% | -31.9% | +199.2% | +177.8% |
| 10Y | +274.7% | +97.1% | +177.6% | +231.2% |
| All | +2,457.1% | +1,311.4% | +1,145.7% | +1,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling