+700.7%
RY vs ACM
+233.2%
+467.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.1% |
| 7D | -1.1% | +5.1% | -6.2% | -2.8% |
| 30D | +4.4% | +11.5% | -7.1% | +0.4% |
| 3M | -2.9% | -10.5% | +7.5% | +0.1% |
| 6M | +15.6% | -20.4% | +35.9% | +23.4% |
| YTD | +21.8% | -28.9% | +50.7% | +34.5% |
| 1Y | +42.6% | -48.7% | +91.3% | +77.0% |
| 3Y | +160.9% | -12.5% | +173.4% | +160.5% |
| 5Y | +126.1% | +0.5% | +125.5% | +111.3% |
| 10Y | +371.7% | +161.2% | +210.5% | +184.7% |
| All | +700.7% | +233.2% | +467.5% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling