-3.2%
ADSK vs RY
+159.6%
-162.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.3% |
| 7D | -14.3% | +2.7% | -17.0% | -15.3% |
| 30D | -14.8% | -1.0% | -13.8% | -14.5% |
| 3M | -5.7% | +7.6% | -13.3% | -9.4% |
| 6M | -18.7% | +29.5% | -48.2% | -29.3% |
| YTD | -28.3% | +24.2% | -52.5% | -36.3% |
| 1Y | -35.1% | +46.4% | -81.5% | -47.7% |
| 3Y | -3.2% | +159.4% | -162.6% | -44.5% |
| All | -3.2% | +159.6% | -162.7% | -44.5% |
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