+123.3%
RY vs AMBA
-70.4%
+193.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.4% | -1.9% |
| 7D | -0.9% | -7.2% | +6.3% | -0.2% |
| 30D | +5.9% | -10.4% | +16.2% | +6.8% |
| 3M | -4.3% | -30.1% | +25.9% | -1.2% |
| 6M | +12.1% | -22.4% | +34.5% | +12.7% |
| YTD | +20.3% | -17.3% | +37.6% | +19.3% |
| 1Y | +41.0% | -35.4% | +76.4% | +43.2% |
| 3Y | +157.5% | +18.6% | +138.9% | +134.8% |
| All | +123.3% | -70.4% | +193.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling