+95.0%
AMDL vs RY
+126.5%
-31.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +10.6% |
| 7D | +4.5% | +3.1% | +1.4% | -2.3% |
| 30D | -4.4% | -0.3% | -4.1% | -3.3% |
| 3M | -30.5% | +8.7% | -39.1% | -41.1% |
| 6M | +300.9% | +28.5% | +272.3% | +146.1% |
| YTD | +219.9% | +25.1% | +194.8% | +109.7% |
| 1Y | +374.7% | +46.3% | +328.4% | +133.7% |
| All | +95.0% | +126.5% | -31.4% | -49.6% |
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 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