-24.9%
AFRM vs RY
+200.8%
-225.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.5% |
| 7D | -7.0% | +3.1% | -10.1% | -11.6% |
| 30D | -7.8% | -0.3% | -7.5% | -7.7% |
| 3M | +5.3% | +8.7% | -3.3% | -9.5% |
| 6M | +42.6% | +28.5% | +14.1% | -8.3% |
| YTD | -2.8% | +25.1% | -27.9% | -34.4% |
| 1Y | -19.3% | +46.3% | -65.6% | -58.6% |
| 3Y | +231.0% | +154.9% | +76.0% | -36.3% |
| 5Y | -22.2% | +140.3% | -162.5% | -81.5% |
| All | -24.9% | +200.8% | -225.7% | -80.8% |
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