+8,022.2%
RTX vs ARWR
-97.0%
+8,119.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -5.2% | +1.7% | -6.8% | -5.2% |
| 30D | -9.4% | -0.7% | -8.7% | -9.4% |
| 3M | +12.3% | +14.9% | -2.6% | +12.2% |
| 6M | -3.1% | +32.6% | -35.8% | -3.2% |
| YTD | +10.7% | +30.0% | -19.4% | +10.5% |
| 1Y | +28.4% | +208.4% | -179.9% | +27.8% |
| 3Y | +147.1% | +208.8% | -61.7% | +145.5% |
| 5Y | +167.2% | +27.8% | +139.4% | +166.0% |
| 10Y | +274.7% | +1,107.6% | -832.8% | +270.5% |
| All | +8,022.2% | -97.0% | +8,119.3% | +8,056.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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