+388.8%
AGI vs RY
+140.3%
+248.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.9% |
| 7D | +4.4% | +2.7% | +1.7% | +2.8% |
| 30D | +10.0% | -1.0% | +10.9% | +10.5% |
| 3M | +1.7% | +7.6% | -5.9% | -3.2% |
| 6M | -26.8% | +29.5% | -56.3% | -37.7% |
| YTD | -5.3% | +24.2% | -29.5% | -17.3% |
| 1Y | +11.5% | +46.4% | -34.9% | -11.3% |
| 3Y | +212.9% | +159.4% | +53.5% | +74.8% |
| 5Y | +388.8% | +141.8% | +246.9% | +176.1% |
| All | +388.8% | +140.3% | +248.5% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling