+6.6%
ADM vs RY
+155.6%
-149.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -9.0% | -0.9% | -8.1% | -8.8% |
| 30D | -14.0% | +5.9% | -19.8% | -15.7% |
| 3M | -9.2% | -4.3% | -4.9% | -7.9% |
| 6M | -9.2% | +12.1% | -21.3% | -13.5% |
| YTD | +24.2% | +20.3% | +4.0% | +14.4% |
| 1Y | +27.0% | +41.0% | -14.0% | +8.2% |
| 3Y | +6.6% | +157.5% | -150.9% | -34.6% |
| All | +6.6% | +155.6% | -149.0% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling