+2,853.4%
ADSK vs RY
+11,203.6%
-8,350.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -3.6% | -0.5% | -3.0% | -3.3% |
| 30D | +12.6% | +4.7% | +7.9% | +9.5% |
| 3M | +4.0% | -4.5% | +8.5% | +6.6% |
| 6M | +10.5% | +12.5% | -2.1% | +1.9% |
| YTD | -12.3% | +21.1% | -33.5% | -23.2% |
| 1Y | -14.0% | +38.6% | -52.7% | -30.7% |
| 3Y | +23.2% | +160.2% | -136.9% | -33.4% |
| 5Y | -21.2% | +124.7% | -145.9% | -53.2% |
| 10Y | +251.6% | +352.3% | -100.8% | +37.8% |
| All | +2,853.4% | +11,203.6% | -8,350.2% | +198.6% |
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