+12.5%
BR vs AMBA
-54.5%
+67.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -5.3% | -11.0% | +5.7% | -4.4% |
| 30D | +6.4% | -23.2% | +29.6% | +8.7% |
| 3M | +13.6% | -12.7% | +26.4% | +13.4% |
| 6M | -6.7% | +11.2% | -17.9% | -10.4% |
| YTD | -21.1% | -11.2% | -9.9% | -22.6% |
| 1Y | -29.6% | -22.5% | -7.0% | -30.4% |
| 3Y | -2.4% | -1.3% | -1.1% | -10.9% |
| All | +12.5% | -54.5% | +67.1% | +2.1% |
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