+236.1%
ALNY vs RY
+377.3%
-141.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -2.2% | -4.3% | -5.5% |
| 30D | +11.0% | -3.6% | +14.6% | +13.0% |
| 3M | -14.1% | +3.9% | -18.0% | -16.4% |
| 6M | -22.4% | +26.4% | -48.8% | -31.9% |
| YTD | -37.5% | +22.3% | -59.8% | -44.3% |
| 1Y | -46.9% | +43.7% | -90.6% | -56.7% |
| 3Y | +22.1% | +154.0% | -131.9% | -26.5% |
| 5Y | +31.2% | +137.6% | -106.4% | -19.2% |
| All | +236.1% | +377.3% | -141.2% | +30.1% |
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