-99.8%
AMIX vs RY
+128.1%
-227.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.0% |
| 7D | -13.7% | +3.1% | -16.8% | -13.2% |
| 30D | -62.1% | -0.3% | -61.7% | -62.2% |
| 3M | -46.2% | +8.7% | -54.8% | -49.5% |
| 6M | -46.4% | +28.5% | -75.0% | -54.8% |
| YTD | -60.3% | +25.1% | -85.4% | -65.8% |
| 1Y | -79.7% | +46.3% | -126.0% | -84.1% |
| All | -99.8% | +128.1% | -227.9% | -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