+507.8%
RY vs AMBA
+807.9%
-300.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.8% | +3.2% |
| 7D | +2.5% | -8.1% | +10.5% | +3.3% |
| 30D | +8.4% | -10.8% | +19.2% | +9.6% |
| 3M | +1.2% | -25.9% | +27.1% | +4.0% |
| 6M | +19.4% | -13.9% | +33.2% | +18.8% |
| YTD | +25.4% | -14.0% | +39.4% | +24.2% |
| 1Y | +46.7% | -25.7% | +72.4% | +46.9% |
| 3Y | +168.6% | +21.5% | +147.2% | +147.3% |
| 5Y | +132.3% | -68.9% | +201.2% | +134.8% |
| 10Y | +385.7% | +5.2% | +380.5% | +309.4% |
| All | +507.8% | +807.9% | -300.1% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling