+27.2%
APA vs RY
+155.6%
-128.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -15.5% | -0.9% | -14.6% | -15.4% |
| 30D | +2.4% | +5.9% | -3.5% | +0.3% |
| 3M | +22.8% | -4.3% | +27.1% | +24.2% |
| 6M | +17.9% | +12.1% | +5.8% | +10.4% |
| YTD | +87.7% | +20.3% | +67.4% | +68.1% |
| 1Y | +94.2% | +41.0% | +53.2% | +53.4% |
| 3Y | +27.2% | +157.5% | -130.3% | -39.7% |
| All | +27.2% | +155.6% | -128.4% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling