+193.5%
APTV vs RY
+720.8%
-527.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.7% |
| 7D | +4.8% | +3.1% | +1.7% | +1.8% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | -34.2% | +8.7% | -42.9% | -39.3% |
| 6M | -34.7% | +28.5% | -63.2% | -48.6% |
| YTD | -37.0% | +25.1% | -62.1% | -49.2% |
| 1Y | -40.4% | +46.3% | -86.7% | -58.6% |
| 3Y | -54.1% | +154.9% | -209.0% | -81.4% |
| 5Y | -68.0% | +140.3% | -208.3% | -86.1% |
| 10Y | -15.5% | +377.0% | -392.6% | -78.2% |
| All | +193.5% | +720.8% | -527.4% | -48.7% |
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