-14.8%
APP vs RY
-1.7%
-13.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +33.9% | +30.6% |
| 7D | +39.7% | -1.1% | +40.8% | +36.5% |
| 30D | +27.7% | +4.4% | +23.3% | +21.1% |
| 3M | -14.8% | -2.9% | -11.8% | -17.2% |
| All | -14.8% | -1.7% | -13.1% | -17.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling