+579.4%
ADI vs RY
+360.6%
+218.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.8% |
| 7D | -12.8% | -0.9% | -11.9% | -12.1% |
| 30D | -11.3% | +5.9% | -17.2% | -15.3% |
| 3M | -3.4% | -4.3% | +0.9% | +0.1% |
| 6M | -12.0% | +12.1% | -24.1% | -20.3% |
| YTD | +35.3% | +20.3% | +15.0% | +15.5% |
| 1Y | +58.1% | +41.0% | +17.1% | +18.3% |
| 3Y | +127.4% | +157.5% | -30.2% | +3.2% |
| 5Y | +114.6% | +123.2% | -8.6% | +9.0% |
| All | +579.4% | +360.6% | +218.8% | +135.2% |
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