-36.8%
BRKR vs AMBA
-54.5%
+17.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.7% | +7.9% | -16.6% | -10.3% |
| 30D | -9.9% | -18.8% | +8.9% | -5.9% |
| 3M | -3.1% | +3.1% | -6.2% | -6.2% |
| 6M | +45.5% | +25.7% | +19.8% | +30.8% |
| YTD | +13.7% | -4.2% | +17.9% | +8.3% |
| 1Y | +67.4% | -18.4% | +85.8% | +63.3% |
| 3Y | -13.2% | +13.4% | -26.6% | -26.3% |
| All | -36.8% | -54.5% | +17.6% | -41.9% |
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