-36.5%
BROS vs AMBA
-32.7%
-3.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -2.9% |
| 7D | -21.2% | -7.2% | -14.0% | -20.6% |
| 30D | -11.6% | -10.4% | -1.2% | -10.7% |
| 3M | -36.7% | -30.1% | -6.6% | -34.7% |
| 6M | -42.8% | -22.4% | -20.4% | -43.3% |
| YTD | -44.8% | -17.3% | -27.5% | -48.1% |
| 1Y | -36.5% | -35.4% | -1.2% | -39.1% |
| All | -36.5% | -32.7% | -3.8% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling