+306.0%
RTX vs AR
-27.2%
+333.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -5.2% | +2.5% | -7.7% | -5.5% |
| 30D | -9.4% | +14.8% | -24.2% | -11.1% |
| 3M | +12.3% | +6.2% | +6.1% | +11.1% |
| 6M | -3.1% | +4.3% | -7.4% | -4.3% |
| YTD | +10.7% | +14.4% | -3.7% | +7.7% |
| 1Y | +28.4% | +21.3% | +7.1% | +23.5% |
| 3Y | +147.1% | +39.8% | +107.3% | +128.3% |
| 5Y | +167.2% | +142.1% | +25.2% | +121.0% |
| 10Y | +274.7% | +52.0% | +222.7% | +155.7% |
| All | +306.0% | -27.2% | +333.2% | +194.8% |
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