-7.4%
ABT vs RY
+123.4%
-130.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +6.0% | +5.0% | +1.0% | +4.1% |
| 3M | -1.9% | -5.3% | +3.4% | +0.1% |
| 6M | +31.2% | +13.8% | +17.3% | +23.9% |
| YTD | -11.2% | +21.0% | -32.2% | -18.4% |
| 1Y | -14.0% | +40.5% | -54.5% | -25.8% |
| 3Y | +20.7% | +159.7% | -139.0% | -23.2% |
| All | -7.4% | +123.4% | -130.8% | -35.8% |
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