+506.3%
RY vs AMBA
+837.3%
-330.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.1% | -11.0% | +14.1% | +4.3% |
| 30D | -0.3% | -23.2% | +22.8% | +2.2% |
| 3M | +8.7% | -12.7% | +21.4% | +8.8% |
| 6M | +28.5% | +11.2% | +17.3% | +24.6% |
| YTD | +25.1% | -11.2% | +36.3% | +23.8% |
| 1Y | +46.3% | -22.5% | +68.8% | +45.8% |
| 3Y | +154.9% | -1.3% | +156.3% | +140.3% |
| 5Y | +140.3% | -54.2% | +194.5% | +133.6% |
| 10Y | +377.0% | -6.1% | +383.2% | +304.8% |
| All | +506.3% | +837.3% | -330.9% | +333.0% |
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