+161.9%
RTX vs AUR
-35.7%
+197.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.5% | +1.4% | -3.0% | -1.6% |
| 30D | -11.0% | -6.4% | -4.6% | -10.8% |
| 3M | +7.7% | +7.7% | 0.0% | +7.1% |
| 6M | -3.9% | +44.5% | -48.4% | -5.7% |
| YTD | +9.0% | +67.4% | -58.5% | +6.1% |
| 1Y | +27.3% | +15.4% | +11.8% | +25.5% |
| 3Y | +172.9% | +94.8% | +78.1% | +155.5% |
| 5Y | +165.2% | -35.1% | +200.3% | +138.9% |
| All | +161.9% | -35.7% | +197.6% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling