-21.6%
AFRM vs RY
+201.6%
-223.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | 0.0% |
| 7D | +3.1% | +2.5% | +0.6% | -0.9% |
| 30D | +1.1% | +8.4% | -7.3% | -11.7% |
| 3M | -3.2% | +1.2% | -4.5% | -5.8% |
| 6M | +12.7% | +19.4% | -6.7% | -18.0% |
| YTD | +1.6% | +25.4% | -23.9% | -31.9% |
| 1Y | +5.9% | +46.7% | -40.8% | -46.2% |
| 3Y | +237.0% | +168.6% | +68.4% | -41.6% |
| 5Y | -55.1% | +132.3% | -187.4% | -89.1% |
| All | -21.6% | +201.6% | -223.1% | -80.0% |
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