+182.3%
APD vs RY
+360.6%
-178.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.1% |
| 30D | +9.6% | +5.9% | +3.7% | +5.7% |
| 3M | +1.6% | -4.3% | +5.9% | +4.2% |
| 6M | +2.2% | +12.1% | -9.9% | -5.7% |
| YTD | +25.9% | +20.3% | +5.6% | +10.4% |
| 1Y | +20.1% | +41.0% | -20.9% | -5.4% |
| 3Y | +12.4% | +157.5% | -145.1% | -42.0% |
| 5Y | +11.1% | +123.2% | -112.1% | -37.3% |
| All | +182.3% | +360.6% | -178.3% | +7.0% |
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