+123.3%
RY vs ACM
-2.7%
+126.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | +5.4% | -6.3% | -2.3% |
| 30D | +5.9% | +15.1% | -9.3% | +2.0% |
| 3M | -4.3% | -10.5% | +6.2% | -1.8% |
| 6M | +12.1% | -19.7% | +31.8% | +18.4% |
| YTD | +20.3% | -28.8% | +49.1% | +31.0% |
| 1Y | +41.0% | -47.9% | +88.9% | +71.0% |
| 3Y | +157.5% | -12.4% | +169.9% | +148.0% |
| All | +123.3% | -2.7% | +126.1% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling