+31.4%
ALB vs RY
+360.6%
-329.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.1% |
| 7D | +9.1% | -0.9% | +10.0% | +9.9% |
| 30D | -3.4% | +5.9% | -9.3% | -9.0% |
| 3M | -20.6% | -4.3% | -16.3% | -17.6% |
| 6M | -48.2% | +12.1% | -60.3% | -54.5% |
| YTD | -29.2% | +20.3% | -49.5% | -42.2% |
| 1Y | +10.0% | +41.0% | -31.0% | -23.6% |
| 3Y | -12.9% | +157.5% | -170.4% | -66.3% |
| 5Y | -61.3% | +123.2% | -184.5% | -82.6% |
| All | +31.4% | +360.6% | -329.2% | -60.7% |
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