+348.5%
BRKR vs AMBA
+925.3%
-576.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.4% | -15.1% | -8.4% |
| 7D | -7.8% | +2.5% | -10.2% | -8.4% |
| 30D | -3.4% | -16.1% | +12.8% | -0.3% |
| 3M | -4.8% | +4.6% | -9.5% | -7.6% |
| 6M | +46.7% | +29.2% | +17.5% | +34.0% |
| YTD | +15.8% | -2.9% | +18.7% | +11.3% |
| 1Y | +75.4% | -18.7% | +94.1% | +72.7% |
| 3Y | -10.3% | +14.9% | -25.2% | -20.8% |
| 5Y | -38.8% | -53.0% | +14.2% | -40.6% |
| 10Y | +158.2% | +8.3% | +149.9% | +99.1% |
| All | +348.5% | +925.3% | -576.9% | +94.2% |
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