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  • APH vs RY✓SelectedUSD · RYAPH vs RY performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+59,599.5%
RY return
+11,573.6%
Excess return
+48,025.9%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+0.9%-0.7%+1.6%+1.2%
7D+5.0%+3.1%+1.8%+3.2%
30D-3.9%-0.3%-3.6%-3.7%
3M+13.0%+8.7%+4.3%+7.9%
6M+25.2%+28.5%-3.4%+9.3%
YTD+22.9%+25.1%-2.2%+9.1%
1Y+47.8%+46.3%+1.5%+20.7%
3Y+283.0%+154.9%+128.1%+131.1%
5Y+349.7%+140.3%+209.4%+179.4%
10Y+1,061.2%+377.0%+684.2%+405.1%
All+59,599.5%+11,573.6%+48,025.9%+10,351.0%

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 1990-01-01 to 2026-09-04: 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling