+477.8%
RTX vs BAH
+1,056.2%
-578.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.1% |
| 7D | -5.1% | -3.5% | -1.6% | -4.3% |
| 30D | +5.1% | +24.3% | -19.1% | -0.7% |
| 3M | -14.8% | +16.3% | -31.1% | -18.4% |
| 6M | +8.0% | +13.6% | -5.5% | +3.4% |
| YTD | +4.5% | +3.5% | +1.0% | +1.2% |
| 1Y | +9.8% | +2.7% | +7.1% | +6.4% |
| 3Y | +144.2% | -26.6% | +170.8% | +149.7% |
| 5Y | +131.4% | +8.5% | +122.9% | +106.2% |
| 10Y | +273.3% | +225.1% | +48.2% | +148.7% |
| All | +477.8% | +1,056.2% | -578.5% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling