-8.2%
AAL vs RY
+154.9%
-163.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.0% |
| 7D | -3.7% | +3.1% | -6.9% | -7.1% |
| 30D | -20.8% | -0.3% | -20.5% | -20.7% |
| 3M | -1.3% | +8.7% | -9.9% | -10.4% |
| 6M | +5.4% | +28.5% | -23.2% | -20.9% |
| YTD | -14.4% | +25.1% | -39.5% | -33.9% |
| 1Y | +2.1% | +46.3% | -44.2% | -34.1% |
| All | -8.2% | +154.9% | -163.1% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling