-98.1%
AMC vs RY
+415.4%
-513.5%
-99.8%
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% | +4.9% |
| 7D | +2.3% | +3.1% | -0.8% | -0.4% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | +35.2% | +8.7% | +26.5% | +24.5% |
| 6M | +124.6% | +28.5% | +96.0% | +80.1% |
| YTD | +69.9% | +25.1% | +44.8% | +38.8% |
| 1Y | -2.6% | +46.3% | -48.9% | -30.4% |
| 3Y | -79.8% | +154.9% | -234.7% | -91.2% |
| 5Y | -99.4% | +140.3% | -239.7% | -99.7% |
| 10Y | -98.9% | +377.0% | -475.9% | -99.7% |
| All | -98.1% | +415.4% | -513.5% | -99.4% |
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