+20.7%
AMDL vs RY
+120.5%
-99.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -2.9% | -32.0% | -28.8% |
| 7D | -52.7% | -1.1% | -51.6% | -50.0% |
| 30D | -65.3% | +4.4% | -69.7% | -67.2% |
| 3M | -40.8% | -2.9% | -37.9% | -34.8% |
| 6M | -12.9% | +15.6% | -28.4% | -32.2% |
| YTD | +98.0% | +21.8% | +76.2% | +41.4% |
| 1Y | +30.1% | +42.6% | -12.4% | -30.6% |
| All | +20.7% | +120.5% | -99.8% | -66.0% |
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