+267.2%
BN vs AMBA
-7.1%
+274.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.5% | -11.0% | +8.5% | +0.1% |
| 30D | -9.5% | -23.2% | +13.7% | -4.2% |
| 3M | -10.4% | -12.7% | +2.3% | -10.5% |
| 6M | -6.4% | +11.2% | -17.6% | -13.1% |
| YTD | -11.9% | -11.2% | -0.6% | -14.1% |
| 1Y | -8.6% | -22.5% | +13.9% | -9.2% |
| 3Y | +77.6% | -1.3% | +78.9% | +58.0% |
| 5Y | +37.0% | -54.2% | +91.2% | +32.0% |
| All | +267.2% | -7.1% | +274.3% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling