+173.5%
RTX vs AU
+574.0%
-400.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | -2.0% | -7.0% | +5.0% | -1.6% |
| 30D | -11.2% | +7.3% | -18.5% | -11.7% |
| 3M | +12.0% | +33.2% | -21.2% | +9.8% |
| 6M | -3.6% | -0.6% | -2.9% | -4.2% |
| YTD | +9.2% | +26.2% | -17.0% | +7.2% |
| 1Y | +29.7% | +68.3% | -38.5% | +25.3% |
| All | +173.5% | +574.0% | -400.5% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling