+11.1%
AG vs RY
+122.0%
-110.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +3.0% |
| 7D | +6.3% | -0.9% | +7.2% | +7.4% |
| 30D | -8.9% | +5.9% | -14.8% | -13.5% |
| 3M | -12.2% | -4.3% | -7.9% | -8.5% |
| 6M | -28.3% | +12.1% | -40.4% | -35.8% |
| YTD | -8.8% | +20.3% | -29.1% | -23.0% |
| 1Y | +39.4% | +41.0% | -1.6% | +2.2% |
| 3Y | +229.4% | +157.5% | +71.9% | +42.0% |
| All | +11.1% | +122.0% | -110.8% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling