+349.4%
RY vs ALM
+1,942.8%
-1,593.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | -0.5% | -4.0% | +3.5% | -0.4% |
| 30D | +4.7% | -30.5% | +35.3% | +6.0% |
| 3M | -4.5% | -46.9% | +42.4% | -2.7% |
| 6M | +12.5% | -65.5% | +78.0% | +15.8% |
| YTD | +21.1% | -13.4% | +34.5% | +20.7% |
| 1Y | +38.6% | +9.8% | +28.9% | +37.0% |
| 3Y | +160.2% | +783.1% | -622.9% | +137.4% |
| 5Y | +124.7% | +378.3% | -253.6% | +106.6% |
| All | +349.4% | +1,942.8% | -1,593.5% | +295.9% |
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