+164.3%
APD vs RY
+373.9%
-209.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -2.2% | +3.1% | -5.3% | -4.1% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +7.2% | +8.7% | -1.5% | +1.2% |
| 6M | +11.2% | +28.5% | -17.3% | -6.1% |
| YTD | +24.4% | +25.1% | -0.7% | +6.6% |
| 1Y | +6.7% | +46.3% | -39.6% | -17.8% |
| 3Y | +9.2% | +154.9% | -145.7% | -43.1% |
| 5Y | +27.4% | +140.3% | -112.9% | -31.5% |
| All | +164.3% | +373.9% | -209.6% | -7.2% |
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 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