+358.7%
RY vs ACM
+155.0%
+203.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | +5.4% | -6.3% | -2.6% |
| 30D | +5.9% | +15.1% | -9.3% | +1.0% |
| 3M | -4.3% | -10.5% | +6.2% | -1.4% |
| 6M | +12.1% | -19.7% | +31.8% | +19.0% |
| YTD | +20.3% | -28.8% | +49.1% | +32.2% |
| 1Y | +41.0% | -47.9% | +88.9% | +72.9% |
| 3Y | +157.5% | -12.4% | +169.9% | +155.4% |
| 5Y | +123.2% | +0.6% | +122.6% | +107.4% |
| All | +358.7% | +155.0% | +203.7% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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