+19.0%
BR vs AMBA
-69.7%
+88.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | +1.1% | +2.7% | -1.6% | +0.9% |
| 30D | +14.4% | -2.2% | +16.6% | +14.4% |
| 3M | +12.4% | -26.6% | +39.1% | +14.8% |
| 6M | +35.4% | -26.8% | +62.2% | +36.2% |
| YTD | -12.2% | -15.1% | +3.0% | -13.8% |
| 1Y | -12.7% | -32.3% | +19.5% | -12.3% |
| 3Y | +14.3% | +19.8% | -5.5% | +0.3% |
| All | +19.0% | -69.7% | +88.7% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling