+11,400.5%
AME vs RY
+11,573.6%
-173.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +0.6% | +3.1% | -2.5% | -1.0% |
| 30D | -6.7% | -0.3% | -6.4% | -6.6% |
| 3M | +4.1% | +8.7% | -4.6% | -0.4% |
| 6M | +1.6% | +28.5% | -27.0% | -10.8% |
| YTD | +16.1% | +25.1% | -9.0% | +3.3% |
| 1Y | +27.3% | +46.3% | -19.0% | +4.5% |
| 3Y | +50.9% | +154.9% | -104.1% | -8.0% |
| 5Y | +81.4% | +140.3% | -58.9% | +13.5% |
| 10Y | +417.0% | +377.0% | +39.9% | +133.1% |
| All | +11,400.5% | +11,573.6% | -173.2% | +1,897.6% |
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