+53.6%
AA vs RY
+367.8%
-314.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +3.7% |
| 7D | +4.8% | -0.2% | +5.0% | +5.1% |
| 30D | -0.6% | +7.1% | -7.7% | -9.5% |
| 3M | -16.3% | -2.7% | -13.6% | -13.8% |
| 6M | -33.4% | +13.8% | -47.2% | -45.3% |
| YTD | -20.7% | +22.1% | -42.8% | -41.0% |
| 1Y | +12.9% | +43.1% | -30.1% | -32.6% |
| 3Y | +75.7% | +163.6% | -87.9% | -56.6% |
| 5Y | -6.8% | +126.2% | -133.0% | -70.3% |
| 10Y | +53.6% | +358.7% | -305.1% | -75.5% |
| All | +53.6% | +367.8% | -314.1% | -75.5% |
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