+296.4%
ARM vs RY
+154.2%
+142.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.7% |
| 7D | +5.5% | +3.1% | +2.3% | +1.6% |
| 30D | -8.2% | -0.3% | -7.9% | -7.8% |
| 3M | -35.9% | +8.7% | -44.6% | -42.3% |
| 6M | +103.1% | +28.5% | +74.6% | +49.5% |
| YTD | +130.6% | +25.1% | +105.5% | +75.0% |
| 1Y | +86.1% | +46.3% | +39.8% | +16.6% |
| All | +296.4% | +154.2% | +142.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling