-40.6%
ACN vs RY
+140.8%
-181.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -1.5% | +3.1% | -4.6% | -3.0% |
| 30D | +9.4% | -0.3% | +9.7% | +9.4% |
| 3M | +5.6% | +8.7% | -3.0% | +0.3% |
| 6M | -9.3% | +28.5% | -37.8% | -21.9% |
| YTD | -29.0% | +25.1% | -54.1% | -38.1% |
| 1Y | -24.7% | +46.3% | -70.9% | -40.4% |
| 3Y | -39.8% | +154.9% | -194.8% | -67.6% |
| All | -40.6% | +140.8% | -181.4% | -67.4% |
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 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