-62.1%
ALB vs RY
+122.0%
-184.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.2% |
| 7D | +9.1% | -0.9% | +10.0% | +9.9% |
| 30D | -3.4% | +5.9% | -9.3% | -9.5% |
| 3M | -20.6% | -4.3% | -16.3% | -17.4% |
| 6M | -48.2% | +12.1% | -60.3% | -55.2% |
| YTD | -29.2% | +20.3% | -49.5% | -43.8% |
| 1Y | +10.0% | +41.0% | -31.0% | -27.4% |
| 3Y | -12.9% | +157.5% | -170.4% | -70.8% |
| All | -62.1% | +122.0% | -184.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling