+358.7%
RY vs ALM
+2,022.9%
-1,664.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | -0.9% | -6.7% | +5.8% | -0.7% |
| 30D | +5.9% | -32.9% | +38.8% | +7.2% |
| 3M | -4.3% | -39.5% | +35.2% | -2.9% |
| 6M | +12.1% | -62.0% | +74.1% | +15.0% |
| YTD | +20.3% | -7.8% | +28.1% | +19.6% |
| 1Y | +41.0% | +26.7% | +14.3% | +38.7% |
| 3Y | +157.5% | +825.4% | -667.8% | +134.8% |
| 5Y | +123.2% | +401.2% | -278.0% | +105.0% |
| All | +358.7% | +2,022.9% | -1,664.2% | +304.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling