+620.2%
ADI vs RY
+351.1%
+269.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +9.5% | +0.6% | +8.9% | +9.1% |
| 30D | -1.4% | +5.0% | -6.4% | -5.1% |
| 3M | +4.7% | -5.3% | +10.0% | +9.6% |
| 6M | -7.4% | +13.8% | -21.3% | -17.0% |
| YTD | +48.1% | +21.0% | +27.1% | +25.9% |
| 1Y | +69.6% | +40.5% | +29.1% | +27.4% |
| 3Y | +144.4% | +159.7% | -15.3% | +10.3% |
| 5Y | +134.1% | +124.3% | +9.8% | +18.4% |
| All | +620.2% | +351.1% | +269.1% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling