+189.3%
ALAB vs RY
+122.7%
+66.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -16.3% |
| 7D | -38.2% | -1.1% | -37.1% | -37.0% |
| 30D | -54.0% | +4.4% | -58.4% | -55.8% |
| 3M | -43.6% | -2.9% | -40.7% | -41.3% |
| 6M | -16.8% | +15.6% | -32.4% | -28.9% |
| YTD | +7.9% | +21.8% | -13.9% | -12.6% |
| 1Y | -1.4% | +42.6% | -43.9% | -30.5% |
| All | +189.3% | +122.7% | +66.7% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling