+290.2%
BN vs AMBA
-0.9%
+291.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -1.0% | +2.7% | -3.7% | -1.6% |
| 30D | +14.0% | -2.2% | +16.1% | +14.1% |
| 3M | -9.0% | -26.6% | +17.6% | -3.3% |
| 6M | -8.8% | -26.8% | +17.9% | -6.7% |
| YTD | -10.3% | -15.1% | +4.9% | -12.3% |
| 1Y | -5.8% | -32.3% | +26.5% | -3.6% |
| 3Y | +94.8% | +19.8% | +75.0% | +64.5% |
| 5Y | +31.5% | -69.2% | +100.7% | +37.0% |
| All | +290.2% | -0.9% | +291.1% | +182.0% |
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 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