+7.4%
BAH vs RY
+122.0%
-114.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.1% |
| 7D | -3.5% | -0.9% | -2.7% | -3.3% |
| 30D | +24.3% | +5.9% | +18.4% | +22.4% |
| 3M | +16.3% | -4.3% | +20.6% | +17.5% |
| 6M | +13.6% | +12.1% | +1.5% | +9.4% |
| YTD | +3.5% | +20.3% | -16.8% | -2.4% |
| 1Y | +2.7% | +41.0% | -38.3% | -7.7% |
| 3Y | -26.6% | +157.5% | -184.1% | -46.3% |
| All | +7.4% | +122.0% | -114.6% | -18.9% |
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 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