+337.4%
AGI vs RY
+377.3%
-39.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | +7.2% | -3.6% | +10.8% | +8.7% |
| 3M | +4.3% | +3.9% | +0.3% | +2.5% |
| 6M | -27.1% | +26.4% | -53.5% | -33.4% |
| YTD | -6.6% | +22.3% | -28.9% | -13.5% |
| 1Y | +9.5% | +43.7% | -34.2% | -4.3% |
| 3Y | +208.4% | +154.0% | +54.5% | +120.6% |
| 5Y | +401.6% | +137.6% | +264.1% | +264.6% |
| All | +337.4% | +377.3% | -39.9% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling