+104.2%
BN vs AMBA
+23.3%
+80.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.4% | +2.7% |
| 7D | +3.6% | 0.0% | +3.7% | +3.5% |
| 30D | +15.9% | -8.6% | +24.4% | +17.7% |
| 3M | -2.3% | -29.0% | +26.6% | +4.3% |
| 6M | -8.4% | -19.2% | +10.8% | -8.9% |
| YTD | -5.9% | -13.0% | +7.1% | -9.4% |
| 1Y | -5.6% | -31.3% | +25.7% | -3.9% |
| 3Y | +104.2% | +28.1% | +76.1% | +52.4% |
| All | +104.2% | +23.3% | +80.9% | +52.4% |
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