+64.4%
BROS vs AMBA
-1.0%
+65.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -6.7% | -11.0% | +4.3% | -4.6% |
| 30D | -29.1% | -23.2% | -5.9% | -25.6% |
| 3M | -16.7% | -12.7% | -4.0% | -16.6% |
| 6M | -11.6% | +11.2% | -22.8% | -18.3% |
| YTD | -23.9% | -11.2% | -12.7% | -26.5% |
| 1Y | -34.8% | -22.5% | -12.2% | -36.1% |
| All | +64.4% | -1.0% | +65.4% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling