+1,334.7%
ADM vs RY
+11,573.6%
-10,239.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +3.8% | +3.1% | +0.7% | +2.2% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +2.1% | +8.7% | -6.5% | -2.1% |
| 6M | +27.5% | +28.5% | -1.0% | +12.5% |
| YTD | +50.2% | +25.1% | +25.1% | +34.1% |
| 1Y | +40.6% | +46.3% | -5.7% | +16.4% |
| 3Y | +17.2% | +154.9% | -137.7% | -26.1% |
| 5Y | +61.9% | +140.3% | -78.4% | +4.6% |
| 10Y | +159.3% | +377.0% | -217.8% | +22.4% |
| All | +1,334.7% | +11,573.6% | -10,239.0% | +181.4% |
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