+2,462.1%
ABT vs RY
+11,573.6%
-9,111.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.7% | +3.1% | -6.8% | -4.6% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +20.2% | +8.7% | +11.5% | +16.9% |
| 6M | -2.9% | +28.5% | -31.5% | -10.4% |
| YTD | -11.9% | +25.1% | -37.0% | -18.1% |
| 1Y | -16.5% | +46.3% | -62.8% | -26.1% |
| 3Y | +12.1% | +154.9% | -142.8% | -17.0% |
| 5Y | -7.4% | +140.3% | -147.7% | -30.3% |
| 10Y | +210.7% | +377.0% | -166.4% | +89.8% |
| All | +2,462.1% | +11,573.6% | -9,111.5% | +494.0% |
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