-7.4%
BRO vs AMBA
+12.9%
-20.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.8% | -2.3% |
| 7D | -7.6% | +2.5% | -10.1% | -7.6% |
| 30D | -6.9% | -16.1% | +9.3% | -7.1% |
| 3M | +12.8% | +4.6% | +8.2% | +12.7% |
| 6M | -5.9% | +29.2% | -35.0% | -6.7% |
| YTD | -15.9% | -2.9% | -13.0% | -16.0% |
| 1Y | -28.1% | -18.7% | -9.4% | -28.0% |
| All | -7.4% | +12.9% | -20.2% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling