+7.2%
BAH vs RY
+123.4%
-116.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | +20.8% | +5.0% | +15.8% | +19.2% |
| 3M | +11.6% | -5.3% | +16.9% | +13.0% |
| 6M | +23.1% | +13.8% | +9.3% | +18.1% |
| YTD | +5.3% | +21.0% | -15.7% | -0.9% |
| 1Y | +6.1% | +40.5% | -34.4% | -4.4% |
| 3Y | -27.5% | +159.7% | -187.1% | -47.0% |
| All | +7.2% | +123.4% | -116.3% | -20.0% |
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