+132.7%
ARMK vs RY
+373.9%
-241.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -2.4% | +3.1% | -5.5% | -4.9% |
| 30D | 0.0% | -0.3% | +0.3% | +0.2% |
| 3M | +6.7% | +8.7% | -2.0% | -1.0% |
| 6M | +38.8% | +28.5% | +10.3% | +11.6% |
| YTD | +55.2% | +25.1% | +30.1% | +27.4% |
| 1Y | +46.6% | +46.3% | +0.3% | +5.0% |
| 3Y | +112.9% | +154.9% | -42.0% | -8.4% |
| 5Y | +144.0% | +140.3% | +3.7% | +9.0% |
| All | +132.7% | +373.9% | -241.2% | -36.6% |
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