-16.5%
ABT vs RY
+46.1%
-62.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.7% | +3.1% | -6.8% | -4.0% |
| 30D | +2.5% | -0.3% | +2.8% | +2.4% |
| 3M | +20.2% | +8.7% | +11.5% | +16.9% |
| 6M | -2.9% | +28.5% | -31.5% | -9.1% |
| YTD | -11.9% | +25.1% | -37.0% | -17.5% |
| 1Y | -16.5% | +46.3% | -62.8% | -26.2% |
| All | -16.5% | +46.1% | -62.6% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling