+10,703.6%
AME vs RY
+11,266.1%
-562.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -4.5% |
| 7D | -11.4% | -1.1% | -10.3% | -11.0% |
| 30D | -12.1% | +4.4% | -16.5% | -14.1% |
| 3M | -12.3% | -2.9% | -9.4% | -11.1% |
| 6M | -4.6% | +15.6% | -20.2% | -11.7% |
| YTD | +9.1% | +21.8% | -12.7% | -1.7% |
| 1Y | +13.3% | +42.6% | -29.3% | -5.9% |
| 3Y | +58.2% | +160.9% | -102.7% | -4.6% |
| 5Y | +63.4% | +126.1% | -62.6% | +5.4% |
| 10Y | +436.7% | +371.7% | +65.0% | +143.5% |
| All | +10,703.6% | +11,266.1% | -562.5% | +1,801.1% |
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