+122.4%
ARMK vs RY
+360.6%
-238.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +5.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.1% |
| 30D | -5.2% | +5.9% | -11.1% | -9.8% |
| 3M | -6.5% | -4.3% | -2.2% | -3.5% |
| 6M | +15.3% | +12.1% | +3.1% | +3.7% |
| YTD | +43.6% | +20.3% | +23.3% | +21.4% |
| 1Y | +42.1% | +41.0% | +1.0% | +4.6% |
| 3Y | +94.0% | +157.5% | -63.5% | -18.1% |
| 5Y | +96.3% | +123.2% | -26.9% | -6.7% |
| All | +122.4% | +360.6% | -238.2% | -38.3% |
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 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