+124.3%
AMT vs RY
+360.9%
-236.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | +0.5% | -0.9% | +1.4% | +1.0% |
| 30D | +13.6% | +5.9% | +7.7% | +10.5% |
| 3M | +11.5% | -4.3% | +15.7% | +13.6% |
| 6M | +6.9% | +12.1% | -5.2% | +0.5% |
| YTD | +10.8% | +20.3% | -9.4% | +0.3% |
| 1Y | +10.3% | +41.0% | -30.7% | -7.9% |
| 3Y | +12.4% | +157.5% | -145.1% | -32.4% |
| 5Y | -20.1% | +123.2% | -143.3% | -48.6% |
| All | +124.3% | +360.9% | -236.6% | -0.2% |
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