+266.4%
AG vs RY
+154.9%
+111.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | +1.0% | +3.1% | -2.1% | -1.7% |
| 30D | +19.2% | -0.3% | +19.5% | +19.2% |
| 3M | +6.2% | +8.7% | -2.5% | -2.3% |
| 6M | -26.7% | +28.5% | -55.2% | -42.3% |
| YTD | +26.1% | +25.1% | +1.0% | +1.9% |
| 1Y | +131.7% | +46.3% | +85.4% | +65.1% |
| All | +266.4% | +154.9% | +111.6% | +89.2% |
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