+1,098.9%
ATI vs RY
+140.8%
+958.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.6% |
| 7D | -0.1% | +3.1% | -3.2% | -3.0% |
| 30D | +2.7% | -0.3% | +3.0% | +3.0% |
| 3M | +16.3% | +8.7% | +7.7% | +7.4% |
| 6M | +30.2% | +28.5% | +1.6% | +2.9% |
| YTD | +83.6% | +25.1% | +58.4% | +48.4% |
| 1Y | +173.0% | +46.3% | +126.7% | +91.3% |
| 3Y | +356.6% | +154.9% | +201.7% | +85.8% |
| All | +1,098.9% | +140.8% | +958.2% | +405.4% |
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