+82.7%
RY vs ADVB
-97.5%
+180.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.3% |
| 7D | -0.9% | -13.9% | +13.0% | -1.0% |
| 30D | +5.9% | -68.1% | +74.0% | +5.3% |
| 3M | -4.3% | -73.4% | +69.1% | -4.8% |
| 6M | +12.1% | -70.8% | +82.9% | +11.7% |
| YTD | +20.3% | -66.1% | +86.4% | +19.6% |
| 1Y | +41.0% | -77.5% | +118.5% | +40.7% |
| All | +82.7% | -97.5% | +180.2% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling