+347.2%
ACWI vs RY
+804.5%
-457.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.4% | -0.2% |
| 7D | -0.5% | +2.5% | -2.9% | -1.9% |
| 30D | -1.6% | +8.4% | -10.1% | -6.4% |
| 3M | -1.3% | +1.2% | -2.6% | -2.3% |
| 6M | +5.8% | +19.4% | -13.5% | -5.4% |
| YTD | +12.7% | +25.4% | -12.7% | -2.3% |
| 1Y | +15.0% | +46.7% | -31.7% | -9.5% |
| 3Y | +77.5% | +168.6% | -91.1% | -4.7% |
| 5Y | +61.9% | +132.3% | -70.4% | -5.6% |
| 10Y | +236.1% | +385.7% | -149.5% | +22.8% |
| All | +347.2% | +804.5% | -457.3% | +4.1% |
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