+10,266.7%
RTX vs APD
+6,115.6%
+4,151.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -5.2% | -2.2% | -2.9% | -4.3% |
| 30D | -9.4% | +2.1% | -11.5% | -10.3% |
| 3M | +12.3% | +7.2% | +5.1% | +8.4% |
| 6M | -3.1% | +11.2% | -14.4% | -8.3% |
| YTD | +10.7% | +24.4% | -13.7% | -0.7% |
| 1Y | +28.4% | +6.7% | +21.8% | +22.5% |
| 3Y | +147.1% | +9.2% | +137.8% | +124.1% |
| 5Y | +167.2% | +27.4% | +139.9% | +121.0% |
| 10Y | +274.7% | +164.8% | +109.9% | +118.6% |
| All | +10,266.7% | +6,115.6% | +4,151.0% | +1,407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling