+45.3%
AR vs RY
+154.9%
-109.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | +3.1% | -0.6% | +1.5% |
| 30D | +14.8% | -0.3% | +15.1% | +14.8% |
| 3M | +6.2% | +8.7% | -2.4% | +2.6% |
| 6M | +4.3% | +28.5% | -24.2% | -6.8% |
| YTD | +14.4% | +25.1% | -10.7% | +3.4% |
| 1Y | +21.3% | +46.3% | -25.0% | -0.5% |
| All | +45.3% | +154.9% | -109.6% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling