+126.1%
RY vs ALC
-8.7%
+134.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -1.1% | +7.6% | -8.7% | -3.0% |
| 30D | +4.4% | +21.1% | -16.7% | -0.6% |
| 3M | -2.9% | +8.5% | -11.4% | -5.2% |
| 6M | +15.6% | +2.8% | +12.8% | +13.9% |
| YTD | +21.8% | -2.4% | +24.2% | +21.6% |
| 1Y | +42.6% | +3.5% | +39.1% | +39.8% |
| 3Y | +160.9% | +4.2% | +156.7% | +149.3% |
| 5Y | +126.1% | -9.0% | +135.1% | +116.2% |
| All | +126.1% | -8.7% | +134.8% | +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