+391.7%
APP vs RY
+169.1%
+222.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +0.9% | +3.1% | -2.2% | -2.7% |
| 30D | -23.3% | -0.3% | -23.0% | -23.2% |
| 3M | -42.6% | +8.7% | -51.3% | -48.2% |
| 6M | -33.6% | +28.5% | -62.1% | -50.9% |
| YTD | -52.4% | +25.1% | -77.5% | -63.2% |
| 1Y | -35.9% | +46.3% | -82.2% | -58.5% |
| 3Y | +642.2% | +154.9% | +487.3% | +155.1% |
| 5Y | +311.1% | +140.3% | +170.8% | +55.7% |
| All | +391.7% | +169.1% | +222.6% | +75.3% |
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