+267.9%
BN vs AMBA
-0.9%
+268.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.3% |
| 7D | +5.3% | -7.2% | +12.6% | +6.9% |
| 30D | +11.9% | -10.4% | +22.3% | +14.2% |
| 3M | -5.7% | -30.1% | +24.4% | +1.2% |
| 6M | -10.6% | -22.4% | +11.8% | -10.0% |
| YTD | -9.4% | -17.3% | +8.0% | -10.9% |
| 1Y | -8.8% | -35.4% | +26.6% | -5.6% |
| 3Y | +95.6% | +18.6% | +77.0% | +65.6% |
| 5Y | +30.2% | -69.8% | +100.0% | +35.9% |
| All | +267.9% | -0.9% | +268.8% | +166.8% |
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