+116.7%
RTX vs AS
+134.9%
-18.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -5.1% | +6.9% | -12.1% | -5.7% |
| 30D | +5.1% | +16.0% | -10.9% | +3.8% |
| 3M | -14.8% | -12.8% | -2.0% | -14.0% |
| 6M | +8.0% | -15.4% | +23.4% | +9.1% |
| YTD | +4.5% | -15.7% | +20.2% | +5.2% |
| 1Y | +9.8% | +6.1% | +3.8% | +8.9% |
| All | +116.7% | +134.9% | -18.1% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling