+38.6%
ALB vs RY
+351.1%
-312.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -5.8% | +0.6% | -6.3% | -6.3% |
| 30D | -4.5% | +5.0% | -9.6% | -9.3% |
| 3M | -28.1% | -5.3% | -22.8% | -24.5% |
| 6M | -53.2% | +13.8% | -67.0% | -59.5% |
| YTD | -33.3% | +21.0% | -54.3% | -45.8% |
| 1Y | -17.4% | +40.5% | -57.9% | -42.4% |
| 3Y | -14.1% | +159.7% | -173.8% | -67.1% |
| 5Y | -64.0% | +124.3% | -188.4% | -84.0% |
| All | +38.6% | +351.1% | -312.5% | -60.2% |
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