+36.1%
ALNY vs RY
+139.4%
-103.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | +18.9% | -1.9% | +20.8% | +20.0% |
| 3M | -13.3% | +5.1% | -18.5% | -16.4% |
| 6M | -20.3% | +28.2% | -48.4% | -31.5% |
| YTD | -35.1% | +22.9% | -58.0% | -43.0% |
| 1Y | -46.5% | +45.5% | -92.0% | -57.6% |
| 3Y | +28.1% | +156.7% | -128.6% | -27.5% |
| 5Y | +36.1% | +137.7% | -101.6% | -21.2% |
| All | +36.1% | +139.4% | -103.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling