+4,416.0%
AGI vs RY
+2,224.2%
+2,191.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -3.0% |
| 7D | 0.0% | -3.0% | +3.0% | +1.2% |
| 30D | -7.6% | +6.3% | -13.9% | -9.8% |
| 3M | -10.2% | -2.6% | -7.6% | -9.3% |
| 6M | -31.5% | +13.9% | -45.4% | -35.0% |
| YTD | -22.0% | +21.7% | -43.7% | -27.8% |
| 1Y | -7.9% | +40.4% | -48.3% | -19.4% |
| 3Y | +137.6% | +161.3% | -23.7% | +62.4% |
| 5Y | +256.7% | +126.5% | +130.3% | +156.8% |
| 10Y | +405.2% | +354.3% | +50.8% | +168.8% |
| All | +4,416.0% | +2,224.2% | +2,191.8% | +758.4% |
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