+14.7%
RTX vs AUR
-17.4%
+32.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.7% |
| 7D | +1.3% | -19.8% | +21.2% | +1.1% |
| 30D | +7.6% | -29.0% | +36.7% | +7.5% |
| 3M | -8.6% | -43.6% | +34.9% | -8.7% |
| 6M | +15.6% | -36.6% | +52.3% | +15.0% |
| YTD | +9.4% | +6.3% | +3.1% | +5.0% |
| 1Y | +14.7% | -9.0% | +23.7% | +11.0% |
| All | +14.7% | -17.4% | +32.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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