+6.7%
AVTR vs RY
+236.9%
-230.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.1% |
| 30D | +0.8% | +5.9% | -5.1% | -3.3% |
| 3M | +17.4% | -4.3% | +21.6% | +20.7% |
| 6M | +83.5% | +12.1% | +71.4% | +67.2% |
| YTD | +35.0% | +20.3% | +14.7% | +16.8% |
| 1Y | +36.7% | +41.0% | -4.3% | +5.1% |
| 3Y | -15.3% | +157.5% | -172.9% | -58.3% |
| 5Y | -59.5% | +123.2% | -182.7% | -78.1% |
| All | +6.7% | +236.9% | -230.2% | -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 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