+162.9%
RTX vs AU
+688.4%
-525.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | -11.6% | +12.3% | -23.9% | -12.3% |
| 3M | +9.2% | +29.4% | -20.2% | +7.0% |
| 6M | -4.4% | +3.2% | -7.6% | -5.2% |
| YTD | +8.9% | +31.8% | -22.9% | +6.2% |
| 1Y | +32.1% | +83.4% | -51.3% | +25.9% |
| 3Y | +151.2% | +623.1% | -471.9% | +114.5% |
| 5Y | +162.9% | +700.5% | -537.6% | +119.2% |
| All | +162.9% | +688.4% | -525.5% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling