-9.0%
AUR vs RY
+46.4%
-55.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.5% | -7.7% |
| 7D | -19.8% | +2.5% | -22.3% | -22.2% |
| 30D | -29.0% | +8.4% | -37.5% | -35.8% |
| 3M | -43.6% | +1.2% | -44.8% | -44.2% |
| 6M | -36.6% | +19.4% | -56.0% | -49.2% |
| YTD | +6.3% | +25.4% | -19.2% | -21.8% |
| 1Y | -9.0% | +46.7% | -55.7% | -47.9% |
| All | -9.0% | +46.4% | -55.4% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling