+71.9%
AG vs RY
+354.4%
-282.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | +6.0% | -0.6% | +6.5% | +6.5% |
| 30D | -13.5% | +6.1% | -19.7% | -16.8% |
| 3M | -20.7% | -3.4% | -17.3% | -18.8% |
| 6M | -31.5% | +12.8% | -44.3% | -36.9% |
| YTD | -10.1% | +21.0% | -31.2% | -20.4% |
| 1Y | +26.0% | +40.5% | -14.5% | +1.4% |
| 3Y | +228.9% | +159.9% | +69.0% | +81.9% |
| 5Y | +8.7% | +125.0% | -116.3% | -35.0% |
| 10Y | +71.9% | +350.6% | -278.7% | -24.8% |
| All | +71.9% | +354.4% | -282.5% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling