+2,380.1%
ADSK vs RY
+11,573.6%
-9,193.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.8% |
| 7D | -16.4% | +3.1% | -19.5% | -18.0% |
| 30D | -9.2% | -0.3% | -8.9% | -9.3% |
| 3M | -6.7% | +8.7% | -15.4% | -11.9% |
| 6M | -15.5% | +28.5% | -44.0% | -28.3% |
| YTD | -26.4% | +25.1% | -51.5% | -36.7% |
| 1Y | -31.9% | +46.3% | -78.2% | -46.9% |
| 3Y | -1.0% | +154.9% | -155.9% | -45.8% |
| 5Y | -24.5% | +140.3% | -164.8% | -56.9% |
| 10Y | +220.4% | +377.0% | -156.7% | +21.8% |
| All | +2,380.1% | +11,573.6% | -9,193.5% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling