+371.5%
RY vs ACM
+127.0%
+244.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | -3.7% | +6.9% | +4.4% |
| 30D | -0.3% | -11.1% | +10.8% | +3.0% |
| 3M | +8.7% | -8.0% | +16.6% | +10.6% |
| 6M | +28.5% | -29.7% | +58.2% | +43.0% |
| YTD | +25.1% | -29.4% | +54.5% | +38.0% |
| 1Y | +46.3% | -46.4% | +92.7% | +77.3% |
| 3Y | +154.9% | -22.3% | +177.3% | +164.8% |
| 5Y | +140.3% | +4.5% | +135.8% | +119.8% |
| All | +371.5% | +127.0% | +244.5% | +219.5% |
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