+788.4%
AU vs RY
+4,633.4%
-3,845.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.6% | +3.1% | -6.8% | -4.7% |
| 30D | +23.9% | -0.3% | +24.2% | +23.9% |
| 3M | +19.1% | +8.7% | +10.4% | +15.4% |
| 6M | -0.2% | +28.5% | -28.7% | -8.7% |
| YTD | +32.5% | +25.1% | +7.3% | +22.3% |
| 1Y | +96.9% | +46.3% | +50.7% | +72.0% |
| 3Y | +614.7% | +154.9% | +459.8% | +411.7% |
| 5Y | +647.7% | +140.3% | +507.4% | +445.3% |
| 10Y | +679.2% | +377.0% | +302.2% | +337.5% |
| All | +788.4% | +4,633.4% | -3,845.0% | +324.8% |
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