+28.6%
ADM vs RY
+40.4%
-11.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -9.0% | -0.9% | -8.1% | -9.0% |
| 30D | -14.0% | +5.9% | -19.8% | -14.0% |
| 3M | -9.2% | -4.3% | -4.9% | -9.2% |
| 6M | -9.2% | +12.1% | -21.3% | -8.9% |
| YTD | +24.2% | +20.3% | +4.0% | +22.2% |
| All | +28.6% | +40.4% | -11.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling