-31.3%
AMT vs RY
+140.8%
-172.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.2% | +3.1% | -3.3% | -1.6% |
| 30D | +4.6% | -0.3% | +5.0% | +4.7% |
| 3M | -8.4% | +8.7% | -17.1% | -12.4% |
| 6M | -6.0% | +28.5% | -34.6% | -17.1% |
| YTD | +2.1% | +25.1% | -23.0% | -9.0% |
| 1Y | -6.4% | +46.3% | -52.7% | -23.1% |
| 3Y | +8.1% | +154.9% | -146.9% | -36.6% |
| All | -31.3% | +140.8% | -172.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling