-99.9%
AMIX vs RY
+120.6%
-220.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | +0.6% | +21.1% | +21.8% |
| 7D | +11.4% | -0.6% | +12.0% | +11.4% |
| 30D | -40.5% | +6.1% | -46.7% | -39.9% |
| 3M | -80.1% | -3.4% | -76.7% | -80.2% |
| 6M | -74.8% | +12.8% | -87.6% | -77.5% |
| YTD | -84.0% | +21.0% | -105.0% | -86.3% |
| 1Y | -89.7% | +40.5% | -130.2% | -92.0% |
| All | -99.9% | +120.6% | -220.5% | -99.9% |
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