+123.3%
RY vs ALC
-11.2%
+134.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -0.9% | +4.9% | -5.8% | -2.1% |
| 30D | +5.9% | +19.0% | -13.1% | +1.2% |
| 3M | -4.3% | +7.8% | -12.0% | -6.3% |
| 6M | +12.1% | +14.6% | -2.5% | +7.6% |
| YTD | +20.3% | -4.4% | +24.7% | +20.7% |
| 1Y | +41.0% | +1.4% | +39.6% | +39.0% |
| 3Y | +157.5% | +2.5% | +155.0% | +147.0% |
| All | +123.3% | -11.2% | +134.5% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling