+231.1%
ABT vs RY
+360.9%
-129.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.6% |
| 7D | +3.5% | -0.9% | +4.4% | +4.0% |
| 30D | +12.0% | +5.9% | +6.2% | +9.1% |
| 3M | +2.5% | -4.3% | +6.7% | +4.4% |
| 6M | +29.1% | +12.1% | +17.0% | +21.6% |
| YTD | -10.1% | +20.3% | -30.3% | -18.3% |
| 1Y | -9.8% | +41.0% | -50.8% | -24.3% |
| 3Y | +23.3% | +157.5% | -134.3% | -24.9% |
| 5Y | -2.4% | +123.2% | -125.5% | -36.4% |
| All | +231.1% | +360.9% | -129.8% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling