+1,311.4%
AMT vs RY
+4,153.8%
-2,842.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -0.2% | +3.1% | -3.3% | -1.8% |
| 30D | +4.6% | -0.3% | +5.0% | +4.7% |
| 3M | -8.4% | +8.7% | -17.1% | -12.7% |
| 6M | -6.0% | +28.5% | -34.6% | -17.9% |
| YTD | +2.1% | +25.1% | -23.0% | -9.8% |
| 1Y | -6.4% | +46.3% | -52.7% | -23.9% |
| 3Y | +8.1% | +154.9% | -146.9% | -35.0% |
| 5Y | -31.9% | +140.3% | -172.2% | -58.1% |
| 10Y | +97.1% | +377.0% | -279.9% | -17.9% |
| All | +1,311.4% | +4,153.8% | -2,842.4% | +66.7% |
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 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