+163.6%
RY vs ALM
+907.8%
-744.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | +1.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +7.1% | -26.1% | +33.1% | +8.3% |
| 3M | -2.7% | -38.1% | +35.5% | -1.1% |
| 6M | +13.8% | -55.4% | +69.2% | +16.5% |
| YTD | +22.1% | -0.4% | +22.5% | +21.4% |
| 1Y | +43.1% | +25.4% | +17.7% | +41.1% |
| 3Y | +163.6% | +907.8% | -744.1% | +145.1% |
| All | +163.6% | +907.8% | -744.1% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling