+42.6%
RY vs ADVB
-79.1%
+121.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -3.0% |
| 7D | -1.1% | -28.0% | +26.9% | -1.4% |
| 30D | +4.4% | -70.2% | +74.6% | +3.2% |
| 3M | -2.9% | -76.1% | +73.1% | -4.2% |
| 6M | +15.6% | -72.3% | +87.9% | +15.1% |
| YTD | +21.8% | -67.5% | +89.3% | +21.1% |
| 1Y | +42.6% | -78.6% | +121.1% | +41.8% |
| All | +42.6% | -79.1% | +121.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling