+283.9%
RTX vs BAH
+186.6%
+97.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -11.6% | -6.6% | -4.9% | -9.9% |
| 3M | +9.2% | -7.2% | +16.3% | +10.9% |
| 6M | -4.4% | -10.0% | +5.6% | -2.6% |
| YTD | +8.9% | -12.5% | +21.3% | +10.5% |
| 1Y | +32.1% | -27.9% | +60.0% | +41.8% |
| 3Y | +151.2% | -31.4% | +182.6% | +156.7% |
| 5Y | +162.9% | -3.2% | +166.1% | +128.0% |
| 10Y | +283.9% | +191.5% | +92.5% | +137.3% |
| All | +283.9% | +186.6% | +97.3% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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