+11.9%
RTX vs AS
0.0%
+11.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | -3.8% | +7.1% | -10.9% | -4.6% |
| 30D | +4.7% | +12.8% | -8.1% | +3.1% |
| 3M | -13.4% | -14.7% | +1.3% | -12.2% |
| 6M | +11.8% | -9.9% | +21.8% | +12.4% |
| YTD | +5.8% | -16.1% | +21.9% | +6.2% |
| 1Y | +11.9% | +0.2% | +11.8% | +11.7% |
| All | +11.9% | 0.0% | +11.9% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling