+446.2%
APP vs RY
+162.0%
+284.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +33.9% | +34.2% |
| 7D | +39.7% | -1.1% | +40.8% | +40.6% |
| 30D | +27.7% | +4.4% | +23.3% | +20.6% |
| 3M | -14.8% | -2.9% | -11.8% | -12.7% |
| 6M | -25.5% | +15.6% | -41.1% | -38.0% |
| YTD | -47.2% | +21.8% | -69.0% | -58.2% |
| 1Y | -42.3% | +42.6% | -84.9% | -61.8% |
| 3Y | +806.8% | +160.9% | +645.9% | +201.6% |
| 5Y | +261.6% | +126.1% | +135.6% | +44.5% |
| All | +446.2% | +162.0% | +284.2% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling