+4,656.9%
ACGL vs RY
+11,266.1%
-6,609.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.0% |
| 7D | +6.4% | -1.1% | +7.5% | +6.8% |
| 30D | +16.6% | +4.4% | +12.2% | +14.7% |
| 3M | +11.6% | -2.9% | +14.5% | +12.7% |
| 6M | +17.5% | +15.6% | +1.9% | +10.8% |
| YTD | +15.3% | +21.8% | -6.5% | +6.4% |
| 1Y | +26.3% | +42.6% | -16.3% | +9.7% |
| 3Y | +35.9% | +160.9% | -125.0% | -6.8% |
| 5Y | +168.2% | +126.1% | +42.1% | +93.3% |
| 10Y | +352.0% | +371.7% | -19.7% | +156.4% |
| All | +4,656.9% | +11,266.1% | -6,609.2% | +1,444.4% |
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