+9.3%
BAH vs RY
+123.9%
-114.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +0.5% | -0.6% | +1.0% | +0.6% |
| 30D | +18.2% | +6.1% | +12.1% | +16.4% |
| 3M | +13.1% | -3.4% | +16.4% | +13.9% |
| 6M | +15.2% | +12.8% | +2.4% | +10.8% |
| YTD | +6.0% | +21.0% | -15.0% | -0.2% |
| 1Y | +3.1% | +40.5% | -37.4% | -7.2% |
| 3Y | -26.2% | +159.9% | -186.1% | -46.1% |
| 5Y | +9.3% | +125.0% | -115.6% | -17.6% |
| All | +9.3% | +123.9% | -114.6% | -17.6% |
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 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