+137.8%
AA vs RY
+11,573.6%
-11,435.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.5% |
| 7D | -0.7% | +3.1% | -3.8% | -3.4% |
| 30D | +5.0% | -0.3% | +5.3% | +5.0% |
| 3M | -35.8% | +8.7% | -44.5% | -40.6% |
| 6M | -18.4% | +28.5% | -46.9% | -35.1% |
| YTD | -5.5% | +25.1% | -30.6% | -22.7% |
| 1Y | +61.0% | +46.3% | +14.7% | +15.0% |
| 3Y | +66.2% | +154.9% | -88.7% | -26.1% |
| 5Y | +11.4% | +140.3% | -128.9% | -45.7% |
| 10Y | +116.9% | +377.0% | -260.2% | -33.1% |
| All | +137.8% | +11,573.6% | -11,435.9% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling