+195.2%
BAH vs RY
+351.1%
-155.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +20.8% | +5.0% | +15.8% | +18.7% |
| 3M | +11.6% | -5.3% | +16.9% | +13.5% |
| 6M | +23.1% | +13.8% | +9.3% | +17.0% |
| YTD | +5.3% | +21.0% | -15.7% | -2.3% |
| 1Y | +6.1% | +40.5% | -34.4% | -6.7% |
| 3Y | -27.5% | +159.7% | -187.1% | -50.0% |
| 5Y | +6.2% | +124.3% | -118.1% | -23.4% |
| All | +195.2% | +351.1% | -155.9% | +58.8% |
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