+244.4%
AVGO vs RY
+155.6%
+88.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -9.9% | -0.9% | -9.0% | -9.3% |
| 30D | -22.0% | +5.9% | -27.9% | -24.7% |
| 3M | -30.0% | -4.3% | -25.8% | -27.9% |
| 6M | -30.7% | +12.1% | -42.9% | -36.3% |
| YTD | -14.7% | +20.3% | -34.9% | -25.5% |
| 1Y | -16.8% | +41.0% | -57.8% | -34.6% |
| 3Y | +244.4% | +157.5% | +86.9% | +98.9% |
| All | +244.4% | +155.6% | +88.8% | +98.9% |
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 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