+1,141.3%
ATI vs RY
+5,031.0%
-3,889.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.7% |
| 7D | -0.1% | +3.1% | -3.2% | -3.2% |
| 30D | +2.7% | -0.3% | +3.0% | +3.0% |
| 3M | +16.3% | +8.7% | +7.7% | +6.7% |
| 6M | +30.2% | +28.5% | +1.6% | +1.1% |
| YTD | +83.6% | +25.1% | +58.4% | +46.2% |
| 1Y | +173.0% | +46.3% | +126.7% | +85.4% |
| 3Y | +356.6% | +154.9% | +201.7% | +73.1% |
| 5Y | +1,074.2% | +140.3% | +933.9% | +373.6% |
| 10Y | +1,136.2% | +377.0% | +759.2% | +179.1% |
| All | +1,141.3% | +5,031.0% | -3,889.8% | -26.3% |
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