-0.1%
APA vs RY
+354.4%
-354.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.3% |
| 7D | -5.5% | -0.6% | -5.0% | -5.3% |
| 30D | -1.2% | +6.1% | -7.3% | -8.8% |
| 3M | +10.6% | -3.4% | +13.9% | +13.2% |
| 6M | +28.4% | +12.8% | +15.6% | +6.3% |
| YTD | +89.7% | +21.0% | +68.7% | +39.4% |
| 1Y | +90.6% | +40.5% | +50.1% | +13.9% |
| 3Y | +36.9% | +159.9% | -123.0% | -67.0% |
| 5Y | +83.2% | +125.0% | -41.7% | -45.8% |
| 10Y | -0.1% | +350.6% | -350.7% | -79.3% |
| All | -0.1% | +354.4% | -354.5% | -79.3% |
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