+163.1%
RTX vs AZO
+85.8%
+77.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.5% | -3.6% | +2.0% | -0.7% |
| 30D | -11.0% | -5.6% | -5.4% | -9.8% |
| 3M | +7.7% | -6.6% | +14.3% | +9.0% |
| 6M | -3.9% | -22.5% | +18.6% | +1.6% |
| YTD | +9.0% | -15.2% | +24.1% | +12.4% |
| 1Y | +27.3% | -33.9% | +61.2% | +39.9% |
| 3Y | +172.9% | +11.8% | +161.1% | +154.5% |
| All | +163.1% | +85.8% | +77.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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