+125.1%
RY vs ALC
-9.1%
+134.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.0% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +5.0% | +16.0% | -11.0% | +1.0% |
| 3M | -5.3% | +0.8% | -6.1% | -5.7% |
| 6M | +13.8% | +16.8% | -3.0% | +8.6% |
| YTD | +21.0% | -5.5% | +26.4% | +21.7% |
| 1Y | +40.5% | -5.3% | +45.7% | +41.2% |
| 3Y | +159.7% | +4.1% | +155.6% | +147.2% |
| All | +125.1% | -9.1% | +134.2% | +114.3% |
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 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