+54.3%
AME vs RY
+154.9%
-100.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +0.6% | +3.1% | -2.5% | -0.9% |
| 30D | -6.7% | -0.3% | -6.4% | -6.6% |
| 3M | +4.1% | +8.7% | -4.6% | -0.2% |
| 6M | +1.6% | +28.5% | -27.0% | -10.1% |
| YTD | +16.1% | +25.1% | -9.0% | +3.9% |
| 1Y | +27.3% | +46.3% | -19.0% | +6.3% |
| All | +54.3% | +154.9% | -100.6% | -0.5% |
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