+119.7%
AXP vs RY
+158.9%
-39.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.1% |
| 7D | +0.4% | -1.1% | +1.5% | +1.2% |
| 30D | +7.0% | +4.4% | +2.6% | +3.5% |
| 3M | -6.6% | -2.9% | -3.6% | -4.5% |
| 6M | +3.5% | +15.6% | -12.1% | -8.2% |
| YTD | -11.2% | +21.8% | -33.0% | -24.5% |
| 1Y | -10.2% | +42.6% | -52.7% | -32.7% |
| All | +119.7% | +158.9% | -39.2% | +7.9% |
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