+350.6%
RY vs ALM
+2,040.7%
-1,690.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.6% | -6.3% | +5.7% | -0.4% |
| 30D | +6.1% | -31.4% | +37.6% | +7.4% |
| 3M | -3.4% | -40.6% | +37.2% | -1.9% |
| 6M | +12.8% | -58.6% | +71.4% | +15.4% |
| YTD | +21.0% | -7.6% | +28.6% | +20.3% |
| 1Y | +40.5% | +13.8% | +26.6% | +38.6% |
| 3Y | +159.9% | +842.1% | -682.2% | +136.7% |
| 5Y | +125.0% | +407.4% | -282.4% | +106.4% |
| 10Y | +350.6% | +2,079.4% | -1,728.8% | +296.2% |
| All | +350.6% | +2,040.7% | -1,690.1% | +296.2% |
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