+4,691.5%
AGI vs RY
+2,197.0%
+2,494.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.9% |
| 7D | +16.0% | -0.9% | +16.9% | +16.4% |
| 30D | +1.0% | +5.9% | -4.9% | -1.3% |
| 3M | +2.5% | -4.3% | +6.7% | +4.3% |
| 6M | -24.0% | +12.1% | -36.2% | -27.5% |
| YTD | -17.2% | +20.3% | -37.5% | -23.0% |
| 1Y | +4.9% | +41.0% | -36.1% | -8.3% |
| 3Y | +142.6% | +157.5% | -15.0% | +66.8% |
| 5Y | +315.2% | +123.2% | +192.0% | +200.6% |
| 10Y | +338.5% | +365.7% | -27.2% | +130.7% |
| All | +4,691.5% | +2,197.0% | +2,494.5% | +814.9% |
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