+1,473.8%
AMT vs RY
+4,041.7%
-2,567.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +1.0% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | +17.7% | +4.4% | +13.3% | +15.0% |
| 3M | +16.7% | -2.9% | +19.6% | +18.2% |
| 6M | +11.1% | +15.6% | -4.4% | +2.5% |
| YTD | +13.9% | +21.8% | -7.9% | +1.9% |
| 1Y | +12.5% | +42.6% | -30.1% | -7.3% |
| 3Y | +13.2% | +160.9% | -147.7% | -32.9% |
| 5Y | -17.9% | +126.1% | -143.9% | -47.8% |
| 10Y | +122.8% | +371.7% | -248.9% | -6.8% |
| All | +1,473.8% | +4,041.7% | -2,567.9% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling