+7,329.5%
AMAT vs RY
+11,266.1%
-3,936.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.7% |
| 7D | -24.3% | -1.1% | -23.2% | -23.6% |
| 30D | -39.8% | +4.4% | -44.2% | -41.4% |
| 3M | -40.2% | -2.9% | -37.2% | -39.1% |
| 6M | -22.1% | +15.6% | -37.7% | -28.9% |
| YTD | +24.7% | +21.8% | +2.9% | +10.3% |
| 1Y | +33.3% | +42.6% | -9.3% | +6.7% |
| 3Y | +133.9% | +160.9% | -27.0% | +27.0% |
| 5Y | +117.1% | +126.1% | -9.0% | +30.2% |
| 10Y | +1,158.7% | +371.7% | +786.9% | +396.1% |
| All | +7,329.5% | +11,266.1% | -3,936.5% | +602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling