-98.7%
AMC vs RY
+360.6%
-459.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +3.2% |
| 7D | +2.6% | -0.9% | +3.5% | +3.9% |
| 30D | +9.0% | +5.9% | +3.2% | +3.8% |
| 3M | +22.2% | -4.3% | +26.4% | +27.6% |
| 6M | +91.5% | +12.1% | +79.3% | +70.0% |
| YTD | +101.3% | +20.3% | +81.0% | +66.9% |
| 1Y | +20.8% | +41.0% | -20.2% | -14.4% |
| 3Y | -71.3% | +157.5% | -228.9% | -89.1% |
| 5Y | -99.2% | +123.2% | -222.4% | -99.7% |
| All | -98.7% | +360.6% | -459.3% | -99.6% |
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