+133.5%
AMT vs RY
+355.6%
-222.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -1.0% |
| 30D | +4.2% | +6.3% | -2.0% | +1.2% |
| 3M | +13.4% | -2.6% | +16.0% | +14.7% |
| 6M | +9.4% | +13.9% | -4.5% | +2.0% |
| YTD | +11.7% | +21.7% | -10.0% | +0.5% |
| 1Y | +7.1% | +40.4% | -33.3% | -10.4% |
| 3Y | +15.1% | +161.3% | -146.3% | -31.3% |
| 5Y | -17.9% | +126.5% | -144.3% | -47.6% |
| 10Y | +133.5% | +354.3% | -220.8% | +2.1% |
| All | +133.5% | +355.6% | -222.1% | +2.1% |
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 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