+96.0%
AGG vs RY
+2,109.3%
-2,013.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.9% | +4.7% | -3.9% | +0.9% |
| 3M | -1.2% | -4.5% | +3.3% | -1.2% |
| 6M | -1.4% | +12.5% | -14.0% | -1.4% |
| YTD | -1.4% | +21.1% | -22.5% | -1.4% |
| 1Y | -1.3% | +38.6% | -39.9% | -1.3% |
| 3Y | +13.8% | +160.2% | -146.4% | +13.8% |
| 5Y | -1.6% | +124.7% | -126.3% | -1.6% |
| 10Y | +16.3% | +352.3% | -336.0% | +17.0% |
| All | +96.0% | +2,109.3% | -2,013.2% | +90.8% |
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