+445.6%
AG vs RY
+822.3%
-376.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | +1.0% | +3.1% | -2.1% | -1.0% |
| 30D | +19.2% | -0.3% | +19.5% | +19.2% |
| 3M | +6.2% | +8.7% | -2.5% | +0.2% |
| 6M | -26.7% | +28.5% | -55.2% | -38.1% |
| YTD | +26.1% | +25.1% | +1.0% | +8.9% |
| 1Y | +131.7% | +46.3% | +85.4% | +80.4% |
| 3Y | +255.3% | +154.9% | +100.4% | +90.7% |
| 5Y | +61.9% | +140.3% | -78.4% | -9.3% |
| 10Y | +72.0% | +377.0% | -305.0% | -41.2% |
| All | +445.6% | +822.3% | -376.7% | +14.9% |
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