+27.9%
APD vs RY
+140.8%
-112.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -2.2% | +3.1% | -5.3% | -3.8% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +7.2% | +8.7% | -1.5% | +2.1% |
| 6M | +11.2% | +28.5% | -17.3% | -4.0% |
| YTD | +24.4% | +25.1% | -0.7% | +8.9% |
| 1Y | +6.7% | +46.3% | -39.6% | -15.2% |
| 3Y | +9.2% | +154.9% | -145.7% | -39.9% |
| All | +27.9% | +140.8% | -112.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling