+229.8%
ALNY vs RY
+351.1%
-121.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.5% | +5.4% |
| 7D | +5.8% | +0.6% | +5.3% | +5.6% |
| 30D | -26.5% | +5.0% | -31.5% | -28.4% |
| 3M | -27.3% | -5.3% | -22.0% | -25.4% |
| 6M | -43.4% | +13.8% | -57.2% | -47.5% |
| YTD | -58.5% | +21.0% | -79.4% | -62.8% |
| 1Y | -63.6% | +40.5% | -104.1% | -70.0% |
| 3Y | 0.0% | +159.7% | -159.6% | -40.2% |
| 5Y | -3.4% | +124.3% | -127.7% | -38.7% |
| All | +229.8% | +351.1% | -121.3% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling