-4.6%
BROS vs AMBA
-57.4%
+52.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.7% |
| 7D | -20.4% | +2.6% | -23.0% | -20.6% |
| 30D | -6.1% | -3.6% | -2.5% | -5.1% |
| 3M | -29.4% | -24.6% | -4.8% | -24.6% |
| 6M | -31.5% | -21.6% | -9.9% | -31.1% |
| YTD | -42.8% | -11.8% | -31.0% | -45.2% |
| 1Y | -37.5% | -33.2% | -4.3% | -35.7% |
| 3Y | +27.2% | +24.5% | +2.7% | -1.2% |
| 5Y | -47.0% | -67.7% | +20.7% | -45.6% |
| All | -4.6% | -57.4% | +52.8% | +7.9% |
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