-36.6%
AUR vs RY
+151.0%
-187.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.3% |
| 7D | +8.7% | +3.1% | +5.6% | +4.6% |
| 30D | -5.2% | -0.3% | -4.9% | -4.5% |
| 3M | -7.3% | +8.7% | -16.0% | -17.0% |
| 6M | +41.2% | +28.5% | +12.7% | +0.8% |
| YTD | +65.1% | +25.1% | +40.0% | +22.2% |
| 1Y | +13.4% | +46.3% | -32.9% | -32.1% |
| 3Y | +98.1% | +154.9% | -56.8% | -42.8% |
| 5Y | -36.0% | +140.3% | -176.3% | -79.0% |
| All | -36.6% | +151.0% | -187.6% | -79.1% |
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 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