-17.4%
ALB vs RY
+38.8%
-56.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | +0.6% | -6.3% | -6.0% |
| 30D | -4.5% | +5.0% | -9.6% | -7.3% |
| 3M | -28.1% | -5.3% | -22.8% | -26.2% |
| 6M | -53.2% | +13.8% | -67.0% | -58.0% |
| YTD | -33.3% | +21.0% | -54.3% | -44.4% |
| 1Y | -17.4% | +40.5% | -57.9% | -37.6% |
| All | -17.4% | +38.8% | -56.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling