+214.2%
ADSK vs RY
+377.5%
-163.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -10.9% | -2.9% | -8.0% | -8.9% |
| 30D | -15.9% | -2.0% | -13.9% | -14.8% |
| 3M | -4.4% | +4.9% | -9.2% | -8.5% |
| 6M | -16.6% | +26.1% | -42.8% | -31.3% |
| YTD | -28.5% | +22.4% | -50.9% | -39.9% |
| 1Y | -34.6% | +44.7% | -79.4% | -52.1% |
| 3Y | -3.5% | +155.7% | -159.1% | -56.5% |
| 5Y | -25.6% | +137.7% | -163.3% | -64.3% |
| All | +214.2% | +377.5% | -163.3% | -14.4% |
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 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