+98.3%
AGG vs RY
+2,181.6%
-2,083.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.2% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | -0.7% | +8.7% | -9.3% | -0.7% |
| 6M | -1.5% | +28.5% | -30.1% | -1.5% |
| YTD | -0.3% | +25.1% | -25.4% | -0.3% |
| 1Y | +1.3% | +46.3% | -45.0% | +1.3% |
| 3Y | +13.2% | +154.9% | -141.7% | +13.3% |
| 5Y | -1.4% | +140.3% | -141.7% | -1.4% |
| 10Y | +14.9% | +377.0% | -362.2% | +15.6% |
| All | +98.3% | +2,181.6% | -2,083.3% | +93.0% |
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