+33.3%
AMAT vs RY
+43.0%
-9.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -10.3% |
| 7D | -24.3% | -1.1% | -23.2% | -22.9% |
| 30D | -39.8% | +4.4% | -44.2% | -42.3% |
| 3M | -40.2% | -2.9% | -37.2% | -37.5% |
| 6M | -22.1% | +15.6% | -37.7% | -35.2% |
| YTD | +24.7% | +21.8% | +2.9% | -5.4% |
| 1Y | +33.3% | +42.6% | -9.3% | -14.5% |
| All | +33.3% | +43.0% | -9.7% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling