+47.8%
AA vs RY
+355.6%
-307.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +1.9% |
| 7D | +1.1% | -3.0% | +4.1% | +5.4% |
| 30D | -1.3% | +6.3% | -7.5% | -9.2% |
| 3M | -23.9% | -2.6% | -21.3% | -21.8% |
| 6M | -36.8% | +13.9% | -50.7% | -48.2% |
| YTD | -22.2% | +21.7% | -43.9% | -41.9% |
| 1Y | +10.4% | +40.4% | -30.1% | -32.5% |
| 3Y | +72.0% | +161.3% | -89.3% | -57.0% |
| 5Y | -15.6% | +126.5% | -142.1% | -73.2% |
| 10Y | +47.8% | +354.3% | -306.6% | -76.4% |
| All | +47.8% | +355.6% | -307.9% | -76.4% |
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