+1,009.5%
BR vs AMBA
+722.2%
+287.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.4% | +11.9% | +3.4% |
| 7D | +8.9% | -14.6% | +23.4% | +10.5% |
| 30D | +22.2% | -18.8% | +41.0% | +24.4% |
| 3M | +19.4% | -32.6% | +52.0% | +23.5% |
| 6M | +29.1% | -25.8% | +54.9% | +29.6% |
| YTD | -11.5% | -22.1% | +10.6% | -12.3% |
| 1Y | -9.3% | -36.2% | +27.0% | -8.4% |
| 3Y | +15.6% | +10.0% | +5.6% | +4.8% |
| 5Y | +22.1% | -71.6% | +93.7% | +23.7% |
| 10Y | +260.8% | -4.7% | +265.5% | +195.7% |
| All | +1,009.5% | +722.2% | +287.3% | +617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling