+1,162.1%
AMAT vs RY
+360.6%
+801.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +5.4% |
| 7D | -14.7% | -0.9% | -13.8% | -13.9% |
| 30D | -36.1% | +5.9% | -42.0% | -39.4% |
| 3M | -36.9% | -4.3% | -32.6% | -34.4% |
| 6M | -22.2% | +12.1% | -34.3% | -30.1% |
| YTD | +29.9% | +20.3% | +9.7% | +9.7% |
| 1Y | +43.3% | +41.0% | +2.3% | +4.5% |
| 3Y | +142.7% | +157.5% | -14.9% | -0.7% |
| 5Y | +126.2% | +123.2% | +3.0% | +6.3% |
| All | +1,162.1% | +360.6% | +801.5% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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