+97.4%
BN vs AMBA
+10.0%
+87.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.3% | -1.1% |
| 7D | +5.7% | -14.6% | +20.3% | +9.2% |
| 30D | +12.0% | -18.8% | +30.8% | +16.6% |
| 3M | -6.1% | -32.6% | +26.5% | +1.4% |
| 6M | -8.6% | -25.8% | +17.2% | -7.6% |
| YTD | -8.5% | -22.1% | +13.6% | -9.9% |
| 1Y | -8.4% | -36.2% | +27.8% | -5.6% |
| All | +97.4% | +10.0% | +87.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling