+355.8%
ALLE vs RY
+388.7%
-32.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.3% | -0.2% |
| 7D | +6.7% | +2.5% | +4.2% | +5.0% |
| 30D | +25.4% | +8.4% | +16.9% | +19.1% |
| 3M | +16.9% | +1.2% | +15.7% | +15.8% |
| 6M | +46.6% | +19.4% | +27.2% | +29.9% |
| YTD | +22.4% | +25.4% | -3.0% | +4.7% |
| 1Y | +17.7% | +46.7% | -29.0% | -9.3% |
| 3Y | +96.3% | +168.6% | -72.3% | 0.0% |
| 5Y | +57.4% | +132.3% | -74.9% | -12.1% |
| 10Y | +241.0% | +385.7% | -144.6% | +22.0% |
| All | +355.8% | +388.7% | -32.9% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling