+269.0%
RTX vs BAH
+211.3%
+57.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | +7.8% | +18.0% | -10.2% | +2.9% |
| 3M | -9.8% | +11.4% | -21.2% | -12.8% |
| 6M | +13.5% | +17.7% | -4.1% | +7.3% |
| YTD | +10.9% | +5.4% | +5.6% | +6.6% |
| 1Y | +14.0% | +2.8% | +11.2% | +10.2% |
| 3Y | +159.9% | -26.7% | +186.6% | +165.2% |
| 5Y | +151.7% | +8.1% | +143.6% | +113.6% |
| 10Y | +269.0% | +202.5% | +66.5% | +128.4% |
| All | +269.0% | +211.3% | +57.7% | +128.4% |
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