+18.0%
BRO vs AMBA
-50.1%
+68.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.8% | -2.9% |
| 7D | -7.6% | +2.5% | -10.1% | -7.8% |
| 30D | -6.9% | -16.1% | +9.3% | -6.0% |
| 3M | +12.8% | +4.6% | +8.2% | +11.4% |
| 6M | -5.9% | +29.2% | -35.0% | -9.5% |
| YTD | -15.9% | -2.9% | -13.0% | -17.4% |
| 1Y | -28.1% | -18.7% | -9.4% | -28.8% |
| 3Y | -7.0% | +14.9% | -21.9% | -14.6% |
| 5Y | +18.0% | -53.0% | +71.0% | +11.7% |
| All | +18.0% | -50.1% | +68.1% | +11.7% |
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