+6.8%
APA vs RY
+373.9%
-367.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.3% |
| 7D | +0.5% | +3.1% | -2.6% | -3.3% |
| 30D | +23.4% | -0.3% | +23.7% | +23.1% |
| 3M | +12.7% | +8.7% | +4.0% | -0.4% |
| 6M | +39.4% | +28.5% | +10.9% | -3.3% |
| YTD | +79.0% | +25.1% | +53.8% | +27.8% |
| 1Y | +88.8% | +46.3% | +42.5% | +8.7% |
| 3Y | +6.4% | +154.9% | -148.6% | -73.3% |
| 5Y | +153.0% | +140.3% | +12.7% | -30.2% |
| All | +6.8% | +373.9% | -367.2% | -82.1% |
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