+132.6%
RTX vs APD
+11.0%
+121.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -5.1% | -3.7% | -1.5% | -4.3% |
| 30D | +5.1% | +9.6% | -4.5% | +3.0% |
| 3M | -14.8% | +1.6% | -16.5% | -15.2% |
| 6M | +8.0% | +2.2% | +5.9% | +7.3% |
| YTD | +4.5% | +25.9% | -21.4% | -1.5% |
| 1Y | +9.8% | +20.1% | -10.3% | +4.5% |
| 3Y | +144.2% | +12.4% | +131.8% | +133.7% |
| All | +132.6% | +11.0% | +121.7% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling