-34.2%
ALB vs RY
+154.9%
-189.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -3.7% |
| 7D | -8.1% | +3.1% | -11.2% | -11.1% |
| 30D | +6.3% | -0.3% | +6.6% | +6.3% |
| 3M | -23.6% | +8.7% | -32.2% | -31.3% |
| 6M | -24.6% | +28.5% | -53.1% | -45.0% |
| YTD | -10.3% | +25.1% | -35.4% | -32.3% |
| 1Y | +61.5% | +46.3% | +15.2% | 0.0% |
| All | -34.2% | +154.9% | -189.0% | -79.7% |
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 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