+160.9%
RY vs AMBA
+10.0%
+150.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.6% | -2.1% |
| 7D | -1.1% | -14.6% | +13.5% | +0.1% |
| 30D | +4.4% | -18.8% | +23.2% | +6.1% |
| 3M | -2.9% | -32.6% | +29.6% | -0.1% |
| 6M | +15.6% | -25.8% | +41.4% | +16.4% |
| YTD | +21.8% | -22.1% | +43.9% | +21.3% |
| 1Y | +42.6% | -36.2% | +78.8% | +44.4% |
| All | +160.9% | +10.0% | +150.9% | +134.9% |
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