+7.2%
AVTR vs RY
+238.8%
-231.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.1% |
| 30D | -1.0% | +5.0% | -6.1% | -4.5% |
| 3M | +12.2% | -5.3% | +17.5% | +16.4% |
| 6M | +97.5% | +13.8% | +83.6% | +77.9% |
| YTD | +35.6% | +21.0% | +14.7% | +16.9% |
| 1Y | +32.8% | +40.5% | -7.7% | +2.5% |
| 3Y | -16.5% | +159.7% | -176.1% | -59.1% |
| 5Y | -59.1% | +124.3% | -183.5% | -78.0% |
| All | +7.2% | +238.8% | -231.7% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling