+441.6%
AME vs RY
+355.6%
+86.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +1.1% | -3.0% | +4.1% | +3.4% |
| 30D | -4.1% | +6.3% | -10.3% | -8.3% |
| 3M | -6.3% | -2.6% | -3.8% | -4.7% |
| 6M | +3.5% | +13.9% | -10.4% | -6.4% |
| YTD | +17.3% | +21.7% | -4.4% | +0.9% |
| 1Y | +22.0% | +40.4% | -18.4% | -5.7% |
| 3Y | +62.0% | +161.3% | -99.3% | -23.7% |
| 5Y | +78.5% | +126.5% | -48.0% | -7.6% |
| 10Y | +441.6% | +354.3% | +87.3% | +87.4% |
| All | +441.6% | +355.6% | +86.0% | +87.4% |
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 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