+256.3%
ARMK vs RY
+407.4%
-151.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -1.8% |
| 7D | -10.2% | -1.1% | -9.1% | -9.6% |
| 30D | -9.3% | +4.4% | -13.7% | -12.3% |
| 3M | -11.4% | -2.9% | -8.4% | -9.7% |
| 6M | +11.6% | +15.6% | -4.0% | -0.4% |
| YTD | +37.5% | +21.8% | +15.7% | +17.8% |
| 1Y | +34.9% | +42.6% | -7.7% | +2.6% |
| 3Y | +83.4% | +160.9% | -77.5% | -13.1% |
| 5Y | +87.9% | +126.1% | -38.2% | -1.3% |
| 10Y | +117.0% | +371.7% | -254.7% | -26.8% |
| All | +256.3% | +407.4% | -151.1% | +8.5% |
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