+520.1%
BRO vs AMBA
+796.0%
-275.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | -0.3% | +2.7% | -2.9% | -0.5% |
| 30D | +11.3% | -2.2% | +13.5% | +11.3% |
| 3M | +0.7% | -26.6% | +27.3% | +2.7% |
| 6M | +32.9% | -26.8% | +59.7% | +33.6% |
| YTD | -8.8% | -15.1% | +6.3% | -10.2% |
| 1Y | -9.2% | -32.3% | +23.0% | -8.9% |
| 3Y | +0.1% | +19.8% | -19.7% | -8.8% |
| 5Y | +15.6% | -69.2% | +84.9% | +16.4% |
| 10Y | +300.2% | +0.8% | +299.4% | +237.3% |
| All | +520.1% | +796.0% | -275.8% | +309.3% |
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