+91.0%
ALLE vs RY
+158.9%
-67.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | +20.6% | +4.4% | +16.2% | +17.9% |
| 3M | +11.4% | -2.9% | +14.4% | +13.0% |
| 6M | +42.5% | +15.6% | +27.0% | +30.4% |
| YTD | +18.9% | +21.8% | -2.9% | +5.1% |
| 1Y | +14.2% | +42.6% | -28.4% | -8.5% |
| All | +91.0% | +158.9% | -67.9% | -1.7% |
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