+150.6%
RTX vs APD
+9.1%
+141.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -5.2% | -2.2% | -2.9% | -4.9% |
| 30D | -9.4% | +2.1% | -11.5% | -9.7% |
| 3M | +12.3% | +7.2% | +5.1% | +11.1% |
| 6M | -3.1% | +11.2% | -14.4% | -4.7% |
| YTD | +10.7% | +24.4% | -13.7% | +7.1% |
| 1Y | +28.4% | +6.7% | +21.8% | +26.9% |
| All | +150.6% | +9.1% | +141.5% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling