+46.7%
RY vs ALM
+44.8%
+1.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +3.0% |
| 7D | +2.5% | -6.4% | +8.8% | +2.8% |
| 30D | +8.4% | -35.0% | +43.4% | +10.9% |
| 3M | +1.2% | -33.8% | +35.0% | +3.1% |
| 6M | +19.4% | -55.0% | +74.4% | +23.3% |
| YTD | +25.4% | -0.2% | +25.6% | +25.8% |
| 1Y | +46.7% | +41.8% | +4.9% | +45.5% |
| All | +46.7% | +44.8% | +1.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling