+13.7%
AR vs RY
+46.4%
-32.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -4.7% |
| 7D | -11.1% | +2.5% | -13.6% | -9.8% |
| 30D | +7.9% | +8.4% | -0.5% | +12.4% |
| 3M | +4.9% | +1.2% | +3.6% | +5.5% |
| 6M | -5.3% | +19.4% | -24.7% | +5.4% |
| YTD | +8.6% | +25.4% | -16.8% | +27.5% |
| 1Y | +13.7% | +46.7% | -33.0% | +20.3% |
| All | +13.7% | +46.4% | -32.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling