+13.8%
AFL vs RY
+41.3%
-27.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +10.6% | +6.1% | +4.4% | +9.8% |
| 3M | +4.4% | -3.4% | +7.7% | +4.7% |
| 6M | +13.1% | +12.8% | +0.3% | +12.2% |
| YTD | +16.6% | +21.0% | -4.4% | +14.0% |
| 1Y | +13.8% | +40.5% | -26.6% | +8.3% |
| All | +13.8% | +41.3% | -27.5% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling