+1,124.2%
ATI vs RY
+360.6%
+763.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +6.0% |
| 7D | +6.2% | -0.9% | +7.1% | +7.2% |
| 30D | -7.1% | +5.9% | -12.9% | -13.5% |
| 3M | -21.3% | -4.3% | -17.1% | -17.3% |
| 6M | +6.5% | +12.1% | -5.6% | -8.5% |
| YTD | +53.2% | +20.3% | +32.9% | +21.2% |
| 1Y | +82.7% | +41.0% | +41.7% | +18.6% |
| 3Y | +314.3% | +157.5% | +156.8% | +20.5% |
| 5Y | +890.9% | +123.2% | +767.7% | +243.8% |
| All | +1,124.2% | +360.6% | +763.6% | +136.0% |
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