-27.7%
AFRM vs RY
+192.9%
-220.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -5.0% | -3.0% |
| 7D | -6.9% | -1.1% | -5.8% | -4.9% |
| 30D | -7.0% | +4.4% | -11.4% | -13.3% |
| 3M | -11.2% | -2.9% | -8.3% | -7.0% |
| 6M | +4.3% | +15.6% | -11.3% | -19.7% |
| YTD | -6.4% | +21.8% | -28.2% | -33.9% |
| 1Y | -2.6% | +42.6% | -45.2% | -48.0% |
| 3Y | +210.6% | +160.9% | +49.7% | -43.4% |
| 5Y | -57.6% | +126.1% | -183.7% | -89.1% |
| All | -27.7% | +192.9% | -220.6% | -80.6% |
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