+434.8%
AXP vs RY
+360.9%
+73.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | +0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +1.5% |
| 30D | +5.8% | +5.9% | 0.0% | -0.3% |
| 3M | -6.0% | -4.3% | -1.7% | -2.0% |
| 6M | +0.3% | +12.1% | -11.8% | -11.6% |
| YTD | -12.3% | +20.3% | -32.5% | -28.3% |
| 1Y | -11.2% | +41.0% | -52.3% | -38.8% |
| 3Y | +117.0% | +157.5% | -40.5% | -23.0% |
| 5Y | +93.2% | +123.2% | -30.0% | -20.2% |
| All | +434.8% | +360.9% | +73.9% | +20.0% |
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