-5.5%
AS vs RY
+19.0%
-24.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +3.1% |
| 7D | +13.8% | +2.5% | +11.3% | +12.0% |
| 30D | +16.7% | +8.4% | +8.2% | +11.0% |
| 3M | -11.5% | +1.2% | -12.7% | -13.3% |
| 6M | -5.5% | +19.4% | -24.9% | -26.1% |
| All | -5.5% | +19.0% | -24.5% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling