+157.5%
RY vs AMBA
-1.0%
+158.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.1% | -11.0% | +14.1% | +4.1% |
| 30D | -0.3% | -23.2% | +22.8% | +1.8% |
| 3M | +8.7% | -12.7% | +21.4% | +8.8% |
| 6M | +28.5% | +11.2% | +17.3% | +24.4% |
| YTD | +25.1% | -11.2% | +36.3% | +23.5% |
| 1Y | +46.3% | -22.5% | +68.8% | +45.3% |
| All | +157.5% | -1.0% | +158.4% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling