-62.0%
ALNY vs RY
+46.4%
-108.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.4% |
| 7D | -30.7% | +2.5% | -33.1% | -30.9% |
| 30D | -26.7% | +8.4% | -35.2% | -27.6% |
| 3M | -26.4% | +1.2% | -27.7% | -27.1% |
| 6M | -45.9% | +19.4% | -65.3% | -49.5% |
| YTD | -59.5% | +25.4% | -84.9% | -63.4% |
| 1Y | -62.0% | +46.7% | -108.7% | -65.7% |
| All | -62.0% | +46.4% | -108.4% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling