+27.0%
BROS vs AMBA
+16.7%
+10.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -3.4% |
| 7D | -21.2% | -7.2% | -14.0% | -20.0% |
| 30D | -11.6% | -10.4% | -1.2% | -9.9% |
| 3M | -36.7% | -30.1% | -6.6% | -32.8% |
| 6M | -42.8% | -22.4% | -20.4% | -42.6% |
| YTD | -44.8% | -17.3% | -27.5% | -46.1% |
| 1Y | -36.5% | -35.4% | -1.2% | -35.0% |
| 3Y | +27.0% | +18.6% | +8.3% | +9.8% |
| All | +27.0% | +16.7% | +10.2% | +9.8% |
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