+252.8%
ADSK vs RY
+351.8%
-99.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -3.6% | -0.5% | -3.0% | -3.2% |
| 30D | +12.6% | +4.7% | +7.9% | +8.8% |
| 3M | +4.0% | -4.5% | +8.5% | +7.2% |
| 6M | +10.5% | +12.5% | -2.1% | -0.3% |
| YTD | -12.3% | +21.1% | -33.5% | -25.9% |
| 1Y | -14.0% | +38.6% | -52.7% | -34.8% |
| 3Y | +23.2% | +160.2% | -136.9% | -45.1% |
| 5Y | -21.2% | +124.7% | -145.9% | -60.3% |
| All | +252.8% | +351.8% | -99.0% | +8.0% |
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