+117.0%
AXP vs RY
+140.8%
-23.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -2.1% | +3.1% | -5.2% | -4.7% |
| 30D | -6.5% | -0.3% | -6.2% | -6.4% |
| 3M | +4.6% | +8.7% | -4.0% | -3.0% |
| 6M | +5.4% | +28.5% | -23.1% | -16.0% |
| YTD | -11.1% | +25.1% | -36.2% | -27.5% |
| 1Y | -0.3% | +46.3% | -46.6% | -29.3% |
| 3Y | +111.6% | +154.9% | -43.4% | -10.8% |
| All | +117.0% | +140.8% | -23.8% | -4.7% |
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