+1,094.9%
ADM vs RY
+11,266.1%
-10,171.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | -7.5% | -1.1% | -6.4% | -7.1% |
| 30D | -14.3% | +4.4% | -18.7% | -16.1% |
| 3M | -8.6% | -2.9% | -5.6% | -7.5% |
| 6M | -9.9% | +15.6% | -25.4% | -16.3% |
| YTD | +25.1% | +21.8% | +3.3% | +12.9% |
| 1Y | +28.8% | +42.6% | -13.7% | +7.8% |
| 3Y | +6.9% | +160.9% | -154.0% | -33.5% |
| 5Y | +25.9% | +126.1% | -100.2% | -16.5% |
| 10Y | +101.7% | +371.7% | -270.0% | -4.4% |
| All | +1,094.9% | +11,266.1% | -10,171.2% | +136.9% |
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