+213.7%
AFRM vs RY
+155.6%
+58.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -0.3% |
| 7D | -7.3% | -0.9% | -6.4% | -5.7% |
| 30D | -9.6% | +5.9% | -15.4% | -16.5% |
| 3M | -11.1% | -4.3% | -6.8% | -5.2% |
| 6M | +3.9% | +12.1% | -8.3% | -14.3% |
| YTD | -8.5% | +20.3% | -28.8% | -32.3% |
| 1Y | +3.3% | +41.0% | -37.7% | -41.2% |
| 3Y | +213.7% | +157.5% | +56.2% | -26.3% |
| All | +213.7% | +155.6% | +58.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling