-19.0%
ADSK vs RY
+123.4%
-142.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | +0.6% | +0.5% | +0.7% |
| 30D | +14.4% | +5.0% | +9.4% | +10.8% |
| 3M | +2.5% | -5.3% | +7.8% | +5.9% |
| 6M | +14.5% | +13.8% | +0.6% | +3.2% |
| YTD | -10.7% | +21.0% | -31.6% | -23.4% |
| 1Y | -11.0% | +40.5% | -51.5% | -32.2% |
| 3Y | +25.9% | +159.7% | -133.8% | -43.6% |
| All | -19.0% | +123.4% | -142.4% | -58.0% |
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 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