+10,481.9%
AMAT vs RY
+11,573.6%
-1,091.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.8% |
| 7D | -1.5% | +3.1% | -4.6% | -3.5% |
| 30D | -14.8% | -0.3% | -14.5% | -14.7% |
| 3M | -9.3% | +8.7% | -17.9% | -13.9% |
| 6M | +27.4% | +28.5% | -1.1% | +8.8% |
| YTD | +77.6% | +25.1% | +52.5% | +54.5% |
| 1Y | +188.9% | +46.3% | +142.7% | +127.8% |
| 3Y | +202.3% | +154.9% | +47.4% | +66.3% |
| 5Y | +248.9% | +140.3% | +108.6% | +101.5% |
| 10Y | +1,585.2% | +377.0% | +1,208.2% | +558.5% |
| All | +10,481.9% | +11,573.6% | -1,091.7% | +884.3% |
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