+720.4%
AU vs RY
+136.2%
+584.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.4% |
| 7D | +0.6% | -0.5% | +1.2% | +1.0% |
| 30D | +12.3% | -1.9% | +14.2% | +13.4% |
| 3M | +29.4% | +5.1% | +24.2% | +24.5% |
| 6M | +3.2% | +28.2% | -25.0% | -12.7% |
| YTD | +31.8% | +22.9% | +8.9% | +14.4% |
| 1Y | +83.4% | +45.5% | +37.9% | +43.4% |
| 3Y | +623.1% | +156.7% | +466.4% | +291.1% |
| All | +720.4% | +136.2% | +584.2% | +357.3% |
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