+97.3%
AGG vs RY
+2,119.1%
-2,021.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | +1.6% | +6.3% | -4.6% | +1.6% |
| 3M | -0.5% | -2.6% | +2.1% | -0.5% |
| 6M | -1.1% | +13.9% | -15.0% | -1.1% |
| YTD | -0.7% | +21.7% | -22.4% | -0.8% |
| 1Y | -0.7% | +40.4% | -41.1% | -0.7% |
| 3Y | +14.5% | +161.3% | -146.8% | +14.6% |
| 5Y | -0.9% | +126.5% | -127.4% | -0.9% |
| 10Y | +17.1% | +354.3% | -337.3% | +17.8% |
| All | +97.3% | +2,119.1% | -2,021.8% | +92.0% |
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