+157.5%
RY vs ALC
+2.3%
+155.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -0.9% | +4.9% | -5.8% | -1.8% |
| 30D | +5.9% | +19.0% | -13.1% | +2.3% |
| 3M | -4.3% | +7.8% | -12.0% | -5.8% |
| 6M | +12.1% | +14.6% | -2.5% | +8.7% |
| YTD | +20.3% | -4.4% | +24.7% | +20.8% |
| 1Y | +41.0% | +1.4% | +39.6% | +39.5% |
| 3Y | +157.5% | +2.5% | +155.0% | +151.3% |
| All | +157.5% | +2.3% | +155.3% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling