+46.3%
RY vs AMBA
-20.7%
+67.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +3.1% | -11.0% | +14.1% | +3.6% |
| 30D | -0.3% | -23.2% | +22.8% | +0.8% |
| 3M | +8.7% | -12.7% | +21.4% | +8.8% |
| 6M | +28.5% | +11.2% | +17.3% | +25.2% |
| YTD | +25.1% | -11.2% | +36.3% | +23.3% |
| 1Y | +46.3% | -22.5% | +68.8% | +44.4% |
| All | +46.3% | -20.7% | +67.0% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling