+122.9%
APH vs RY
+140.8%
-17.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.2% | -50.9% | -49.8% |
| 7D | -48.7% | +3.0% | -51.7% | -50.6% |
| 30D | -51.9% | -0.3% | -51.6% | -52.6% |
| 3M | -43.6% | +8.7% | -52.2% | -47.8% |
| 6M | -37.5% | +28.5% | -66.1% | -48.7% |
| YTD | -38.6% | +25.1% | -63.8% | -48.6% |
| 1Y | -26.3% | +46.3% | -72.6% | -44.4% |
| 3Y | +89.2% | +154.9% | -65.7% | -3.4% |
| All | +122.9% | +140.8% | -17.9% | +15.5% |
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