+115.2%
AA vs RY
+371.9%
-256.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.2% |
| 7D | -0.7% | +3.1% | -3.8% | -4.9% |
| 30D | +5.0% | -0.3% | +5.3% | +4.9% |
| 3M | -35.8% | +8.7% | -44.5% | -43.4% |
| 6M | -18.4% | +28.5% | -46.9% | -43.5% |
| YTD | -5.5% | +25.1% | -30.6% | -31.8% |
| 1Y | +61.0% | +46.3% | +14.7% | -6.4% |
| 3Y | +66.2% | +154.9% | -88.7% | -56.5% |
| 5Y | +11.4% | +140.3% | -128.9% | -67.1% |
| All | +115.2% | +371.9% | -256.7% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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