-30.1%
AR vs RY
+410.8%
-440.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.2% |
| 7D | -11.7% | -1.1% | -10.6% | -11.1% |
| 30D | +1.8% | +4.4% | -2.6% | -2.5% |
| 3M | +6.0% | -2.9% | +8.9% | +7.9% |
| 6M | -7.0% | +15.6% | -22.6% | -20.5% |
| YTD | +5.6% | +21.8% | -16.2% | -15.5% |
| 1Y | +10.8% | +42.6% | -31.8% | -24.2% |
| 3Y | +19.3% | +160.9% | -141.6% | -56.7% |
| 5Y | +73.3% | +126.1% | -52.8% | -26.5% |
| 10Y | +47.6% | +371.7% | -324.1% | -67.0% |
| All | -30.1% | +410.8% | -440.8% | -83.5% |
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