-14.8%
AA vs RY
+122.0%
-136.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +4.6% |
| 7D | +0.9% | -0.9% | +1.8% | +2.1% |
| 30D | -6.7% | +5.9% | -12.5% | -13.5% |
| 3M | -16.3% | -4.3% | -12.1% | -12.1% |
| 6M | -37.1% | +12.1% | -49.2% | -47.2% |
| YTD | -25.0% | +20.3% | -45.3% | -43.0% |
| 1Y | +8.6% | +41.0% | -32.4% | -33.8% |
| 3Y | +57.2% | +157.5% | -100.3% | -61.6% |
| All | -14.8% | +122.0% | -136.8% | -74.4% |
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 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