+203.0%
AMAT vs RY
+154.9%
+48.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.9% |
| 7D | -1.5% | +3.1% | -4.6% | -4.2% |
| 30D | -14.8% | -0.3% | -14.5% | -14.6% |
| 3M | -9.3% | +8.7% | -17.9% | -15.2% |
| 6M | +27.4% | +28.5% | -1.1% | +4.0% |
| YTD | +77.6% | +25.1% | +52.5% | +48.2% |
| 1Y | +188.9% | +46.3% | +142.7% | +116.1% |
| All | +203.0% | +154.9% | +48.2% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling