+54.5%
AR vs RY
+354.4%
-299.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.7% |
| 7D | -5.8% | -0.6% | -5.2% | -5.5% |
| 30D | +4.8% | +6.1% | -1.3% | -1.3% |
| 3M | +1.5% | -3.4% | +4.9% | +3.9% |
| 6M | +4.7% | +12.8% | -8.1% | -8.9% |
| YTD | +9.2% | +21.0% | -11.8% | -13.1% |
| 1Y | +11.2% | +40.5% | -29.3% | -24.4% |
| 3Y | +46.2% | +159.9% | -113.6% | -50.3% |
| 5Y | +98.1% | +125.0% | -26.9% | -20.6% |
| 10Y | +54.5% | +350.6% | -296.0% | -68.0% |
| All | +54.5% | +354.4% | -299.8% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling