+348.6%
RY vs ACM
+132.6%
+216.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +0.6% | +5.6% | -5.1% | -1.3% |
| 30D | +5.0% | +20.8% | -15.8% | -1.6% |
| 3M | -5.3% | +11.4% | -16.7% | -9.2% |
| 6M | +13.8% | +0.9% | +12.9% | +12.0% |
| YTD | +21.0% | -24.8% | +45.8% | +30.9% |
| 1Y | +40.5% | -46.4% | +86.9% | +72.2% |
| 3Y | +159.7% | -9.2% | +168.9% | +154.1% |
| 5Y | +124.3% | +5.0% | +119.4% | +104.2% |
| All | +348.6% | +132.6% | +216.0% | +192.6% |
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