+283.3%
RTX vs AR
-33.4%
+316.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -5.1% | -14.3% | +9.1% | -3.2% |
| 30D | +5.1% | +1.4% | +3.7% | +4.9% |
| 3M | -14.8% | +3.4% | -18.2% | -15.4% |
| 6M | +8.0% | -2.1% | +10.1% | +7.8% |
| YTD | +4.5% | +4.7% | -0.2% | +2.7% |
| 1Y | +9.8% | +10.6% | -0.7% | +7.0% |
| 3Y | +144.2% | +24.6% | +119.6% | +129.0% |
| 5Y | +131.4% | +71.9% | +59.5% | +100.8% |
| 10Y | +273.3% | +46.4% | +226.9% | +156.2% |
| All | +283.3% | -33.4% | +316.6% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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