-18.0%
AA vs RY
+125.1%
-143.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +5.3% | -0.5% | +5.8% | +6.1% |
| 30D | -2.3% | +4.7% | -7.0% | -8.0% |
| 3M | -20.8% | -4.5% | -16.3% | -16.3% |
| 6M | -39.8% | +12.5% | -52.4% | -49.7% |
| YTD | -23.3% | +21.1% | -44.4% | -42.2% |
| 1Y | +1.8% | +38.6% | -36.8% | -36.4% |
| 3Y | +69.5% | +160.2% | -90.6% | -59.2% |
| 5Y | -18.0% | +124.7% | -142.7% | -75.8% |
| All | -18.0% | +125.1% | -143.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling