-1.8%
BROS vs AMBA
-58.0%
+56.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.3% | +1.4% | +5.3% |
| 7D | -17.9% | 0.0% | -17.9% | -17.6% |
| 30D | -5.4% | -8.6% | +3.2% | -3.1% |
| 3M | -32.1% | -29.0% | -3.1% | -26.4% |
| 6M | -31.7% | -19.2% | -12.5% | -31.9% |
| YTD | -41.2% | -13.0% | -28.2% | -43.4% |
| 1Y | -32.6% | -31.3% | -1.3% | -31.3% |
| 3Y | +32.7% | +28.1% | +4.5% | +2.0% |
| 5Y | -44.2% | -69.4% | +25.2% | -43.4% |
| All | -1.8% | -58.0% | +56.2% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling