-3.8%
BROS vs AMBA
-58.9%
+55.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -19.0% | -2.6% | -16.4% | -18.1% |
| 30D | -7.3% | -10.5% | +3.2% | -4.5% |
| 3M | -31.2% | -26.4% | -4.8% | -26.1% |
| 6M | -33.0% | -20.9% | -12.2% | -32.9% |
| YTD | -42.4% | -14.8% | -27.6% | -44.2% |
| 1Y | -37.7% | -36.1% | -1.7% | -35.2% |
| 3Y | +28.2% | +20.2% | +7.9% | +0.5% |
| 5Y | -43.4% | -67.2% | +23.9% | -40.9% |
| All | -3.8% | -58.9% | +55.1% | +9.7% |
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 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