+54.3%
AR vs RY
+351.1%
-296.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.2% |
| 7D | +7.4% | +0.6% | +6.8% | +6.8% |
| 30D | +5.8% | +5.0% | +0.7% | +0.5% |
| 3M | +5.2% | -5.3% | +10.5% | +9.8% |
| 6M | +5.4% | +13.8% | -8.4% | -9.1% |
| YTD | +12.4% | +21.0% | -8.5% | -10.5% |
| 1Y | +12.8% | +40.5% | -27.7% | -23.3% |
| 3Y | +47.2% | +159.7% | -112.5% | -50.0% |
| 5Y | +101.1% | +124.3% | -23.2% | -19.2% |
| All | +54.3% | +351.1% | -296.8% | -68.1% |
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