+29.1%
APD vs RY
+160.3%
-131.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.8% | +0.6% | +3.3% | +3.6% |
| 30D | +8.2% | +5.0% | +3.2% | +6.3% |
| 3M | +4.3% | -5.3% | +9.6% | +6.3% |
| 6M | +4.7% | +13.8% | -9.1% | -1.1% |
| YTD | +31.5% | +21.0% | +10.6% | +20.7% |
| 1Y | +23.5% | +40.5% | -17.0% | +4.8% |
| 3Y | +29.1% | +159.7% | -130.5% | -20.1% |
| All | +29.1% | +160.3% | -131.2% | -20.1% |
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 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