+2,343.6%
RTX vs AMT
+1,473.8%
+869.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -3.8% | +4.4% | -8.1% | -4.5% |
| 30D | +4.7% | +17.7% | -13.0% | +1.8% |
| 3M | -13.4% | +16.7% | -30.1% | -15.7% |
| 6M | +11.8% | +11.1% | +0.7% | +9.5% |
| YTD | +5.8% | +13.9% | -8.1% | +3.1% |
| 1Y | +11.9% | +12.5% | -0.6% | +9.3% |
| 3Y | +146.3% | +13.2% | +133.1% | +137.6% |
| 5Y | +134.3% | -17.9% | +152.2% | +136.1% |
| 10Y | +277.9% | +122.8% | +155.1% | +227.2% |
| All | +2,343.6% | +1,473.8% | +869.8% | +1,375.2% |
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