+270.3%
ALLE vs RY
+387.5%
-117.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -0.2% | +3.1% | -3.3% | -2.2% |
| 30D | -6.8% | -0.3% | -6.5% | -6.7% |
| 3M | +21.0% | +8.7% | +12.4% | +14.2% |
| 6M | +1.1% | +28.5% | -27.4% | -14.7% |
| YTD | -0.5% | +25.1% | -25.7% | -14.8% |
| 1Y | -7.3% | +46.3% | -53.5% | -28.4% |
| 3Y | +42.3% | +154.9% | -112.7% | -25.1% |
| 5Y | +13.5% | +140.3% | -126.8% | -38.0% |
| 10Y | +144.0% | +377.0% | -233.0% | -11.9% |
| All | +270.3% | +387.5% | -117.1% | +28.0% |
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