+443.9%
AME vs RY
+367.8%
+76.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -4.2% | +7.1% | -11.2% | -8.9% |
| 3M | -5.9% | -2.7% | -3.3% | -4.3% |
| 6M | +2.8% | +13.8% | -10.9% | -7.0% |
| YTD | +16.6% | +22.1% | -5.5% | 0.0% |
| 1Y | +22.1% | +43.1% | -21.0% | -6.9% |
| 3Y | +64.7% | +163.6% | -98.9% | -23.0% |
| 5Y | +76.6% | +126.2% | -49.6% | -8.4% |
| 10Y | +443.9% | +358.7% | +85.2% | +85.2% |
| All | +443.9% | +367.8% | +76.1% | +85.2% |
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