+23.4%
BA vs RY
+351.8%
-328.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -0.6% | -0.5% | 0.0% | 0.0% |
| 30D | -8.0% | +4.7% | -12.8% | -12.6% |
| 3M | -25.8% | -4.5% | -21.3% | -22.5% |
| 6M | -27.6% | +12.5% | -40.1% | -36.7% |
| YTD | -21.0% | +21.1% | -42.1% | -36.5% |
| 1Y | -12.3% | +38.6% | -50.9% | -39.1% |
| 3Y | -12.8% | +160.2% | -172.9% | -70.9% |
| 5Y | -22.4% | +124.7% | -147.1% | -69.7% |
| All | +23.4% | +351.8% | -328.5% | -73.6% |
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