+192.8%
APD vs RY
+351.8%
-159.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +9.4% | +4.7% | +4.7% | +6.3% |
| 3M | +4.7% | -4.5% | +9.2% | +7.5% |
| 6M | +5.5% | +12.5% | -7.1% | -2.9% |
| YTD | +31.4% | +21.1% | +10.3% | +14.7% |
| 1Y | +24.1% | +38.6% | -14.5% | -1.1% |
| 3Y | +28.8% | +160.2% | -131.4% | -34.1% |
| 5Y | +15.8% | +124.7% | -108.9% | -35.0% |
| All | +192.8% | +351.8% | -159.0% | +11.7% |
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 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