+606.7%
AVGO vs RY
+125.1%
+481.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.9% |
| 7D | +25.0% | -0.5% | +25.5% | +25.5% |
| 30D | +2.0% | +4.7% | -2.8% | -1.2% |
| 3M | -12.3% | -4.5% | -7.8% | -9.4% |
| 6M | -12.8% | +12.5% | -25.3% | -20.3% |
| YTD | +5.9% | +21.1% | -15.3% | -8.5% |
| 1Y | +3.3% | +38.6% | -35.3% | -19.0% |
| 3Y | +293.1% | +160.2% | +132.9% | +92.8% |
| 5Y | +606.7% | +124.7% | +482.0% | +294.2% |
| All | +606.7% | +125.1% | +481.6% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling