+294.5%
AG vs RY
+786.6%
-492.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.7% |
| 7D | +6.3% | -0.9% | +7.2% | +7.1% |
| 30D | -8.9% | +5.9% | -14.8% | -12.3% |
| 3M | -12.2% | -4.3% | -7.9% | -9.5% |
| 6M | -28.3% | +12.1% | -40.4% | -33.7% |
| YTD | -8.8% | +20.3% | -29.1% | -18.9% |
| 1Y | +39.4% | +41.0% | -1.6% | +11.4% |
| 3Y | +229.4% | +157.5% | +71.9% | +77.3% |
| 5Y | +14.5% | +123.2% | -108.6% | -32.4% |
| 10Y | +82.7% | +365.7% | -283.0% | -36.5% |
| All | +294.5% | +786.6% | -492.1% | -14.4% |
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