+273.8%
RTX vs APA
+0.9%
+272.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -3.2% | -8.7% | +5.6% | -1.5% |
| 30D | +5.6% | -2.4% | +8.0% | +5.8% |
| 3M | -11.7% | +19.0% | -30.7% | -15.1% |
| 6M | +12.3% | +26.8% | -14.5% | +6.0% |
| YTD | +8.2% | +87.3% | -79.1% | -6.9% |
| 1Y | +12.6% | +92.3% | -79.7% | -3.9% |
| 3Y | +152.8% | +37.3% | +115.6% | +122.9% |
| 5Y | +140.2% | +73.2% | +67.0% | +92.3% |
| 10Y | +273.8% | -0.9% | +274.6% | +137.0% |
| All | +273.8% | +0.9% | +272.9% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling