+512.1%
RTX vs BAH
+886.2%
-374.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -5.2% | -3.2% | -1.9% | -4.4% |
| 30D | -9.4% | +2.0% | -11.4% | -9.9% |
| 3M | +12.3% | -7.6% | +19.9% | +14.0% |
| 6M | -3.1% | -5.7% | +2.5% | -2.7% |
| YTD | +10.7% | -11.7% | +22.4% | +12.0% |
| 1Y | +28.4% | -27.4% | +55.8% | +36.6% |
| 3Y | +147.1% | -32.5% | +179.6% | +157.2% |
| 5Y | +167.2% | -3.3% | +170.6% | +145.1% |
| 10Y | +274.7% | +186.0% | +88.7% | +158.9% |
| All | +512.1% | +886.2% | -374.1% | +197.6% |
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