-27.4%
BAH vs RY
+46.1%
-73.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.2% | +3.1% | -6.4% | -3.5% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | -7.6% | +8.7% | -16.3% | -9.5% |
| 6M | -5.7% | +28.5% | -34.2% | -11.7% |
| YTD | -11.7% | +25.1% | -36.8% | -15.6% |
| 1Y | -27.4% | +46.3% | -73.7% | -36.2% |
| All | -27.4% | +46.1% | -73.4% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling