+1,106.9%
BAH vs RY
+595.6%
+511.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +2.2% |
| 7D | +6.0% | -1.1% | +7.1% | +6.4% |
| 30D | +31.1% | +4.4% | +26.7% | +28.9% |
| 3M | +25.2% | -2.9% | +28.1% | +26.2% |
| 6M | +18.9% | +15.6% | +3.3% | +12.2% |
| YTD | +8.3% | +21.8% | -13.5% | 0.0% |
| 1Y | +6.2% | +42.6% | -36.4% | -7.6% |
| 3Y | -22.8% | +160.9% | -183.7% | -47.3% |
| 5Y | +13.6% | +126.1% | -112.5% | -18.9% |
| 10Y | +240.2% | +371.7% | -131.5% | +75.9% |
| All | +1,106.9% | +595.6% | +511.3% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling