-28.2%
ADSK vs RY
+139.4%
-167.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.9% |
| 7D | -14.5% | -0.5% | -14.0% | -14.2% |
| 30D | -19.3% | -1.9% | -17.4% | -18.5% |
| 3M | -7.8% | +5.1% | -12.9% | -11.6% |
| 6M | -20.8% | +28.2% | -48.9% | -34.5% |
| YTD | -30.2% | +22.9% | -53.1% | -40.6% |
| 1Y | -36.5% | +45.5% | -81.9% | -52.6% |
| 3Y | -5.7% | +156.7% | -162.4% | -56.9% |
| 5Y | -28.2% | +137.7% | -165.9% | -64.4% |
| All | -28.2% | +139.4% | -167.6% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling