+275.2%
RTX vs APA
-0.7%
+275.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -3.1% | -1.7% | -1.4% | -2.8% |
| 30D | -10.6% | +15.7% | -26.3% | -13.2% |
| 3M | +11.6% | +16.5% | -4.8% | +7.7% |
| 6M | -4.5% | +35.1% | -39.6% | -11.6% |
| YTD | +9.6% | +82.2% | -72.6% | -4.9% |
| 1Y | +30.8% | +102.5% | -71.6% | +10.4% |
| 3Y | +152.8% | +10.3% | +142.5% | +134.0% |
| 5Y | +167.1% | +166.1% | +1.0% | +94.3% |
| 10Y | +275.2% | -4.9% | +280.0% | +139.5% |
| All | +275.2% | -0.7% | +275.9% | +139.5% |
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