-15.9%
ACN vs RY
+160.3%
-176.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +16.5% | +5.0% | +11.5% | +15.2% |
| 3M | +41.5% | -5.3% | +46.8% | +43.3% |
| 6M | +60.1% | +13.8% | +46.2% | +52.3% |
| YTD | -3.9% | +21.0% | -24.9% | -10.6% |
| 1Y | +4.1% | +40.5% | -36.4% | -9.2% |
| 3Y | -15.9% | +159.7% | -175.5% | -38.2% |
| All | -15.9% | +160.3% | -176.1% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling