+458.7%
RY vs ALM
+3,431.9%
-2,973.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.8% |
| 7D | -1.1% | -14.5% | +13.4% | -1.0% |
| 30D | +4.4% | -39.0% | +43.5% | +4.6% |
| 3M | -2.9% | -40.3% | +37.3% | -2.8% |
| 6M | +15.6% | -60.3% | +75.9% | +15.9% |
| YTD | +21.8% | -9.8% | +31.6% | +21.8% |
| 1Y | +42.6% | +30.8% | +11.8% | +42.3% |
| 3Y | +160.9% | +772.4% | -611.5% | +158.4% |
| 5Y | +126.1% | +390.7% | -264.7% | +124.0% |
| 10Y | +371.7% | +2,028.5% | -1,656.8% | +364.6% |
| All | +458.7% | +3,431.9% | -2,973.3% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling