+11,142.0%
RTX vs AZO
+42,241.4%
-31,099.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.6% | -5.1% | -6.4% | -10.3% |
| 3M | +9.2% | -7.2% | +16.4% | +11.0% |
| 6M | -4.4% | -20.7% | +16.3% | +1.1% |
| YTD | +8.9% | -14.2% | +23.1% | +12.4% |
| 1Y | +32.1% | -32.2% | +64.3% | +45.0% |
| 3Y | +151.2% | +11.1% | +140.1% | +138.2% |
| 5Y | +162.9% | +87.6% | +75.3% | +113.5% |
| 10Y | +283.9% | +302.9% | -19.0% | +151.0% |
| All | +11,142.0% | +42,241.4% | -31,099.4% | +3,129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling