+129.6%
RTX vs AS
+120.4%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.2% | -0.9% |
| 7D | -5.2% | -4.9% | -0.3% | -4.8% |
| 30D | -9.4% | -19.6% | +10.2% | -7.9% |
| 3M | +12.3% | -14.4% | +26.7% | +13.5% |
| 6M | -3.1% | -20.1% | +17.0% | -1.8% |
| YTD | +10.7% | -20.9% | +31.6% | +12.2% |
| 1Y | +28.4% | -21.9% | +50.3% | +30.1% |
| All | +129.6% | +120.4% | +9.2% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling