+325.4%
AVGO vs RY
+154.9%
+170.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -3.0% | +3.1% | -6.1% | -4.9% |
| 30D | -14.4% | -0.3% | -14.1% | -14.3% |
| 3M | -14.4% | +8.7% | -23.1% | -19.2% |
| 6M | +13.1% | +28.5% | -15.4% | -5.0% |
| YTD | +3.8% | +25.1% | -21.3% | -11.3% |
| 1Y | +17.8% | +46.3% | -28.5% | -9.0% |
| All | +325.4% | +154.9% | +170.5% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling