-46.5%
BROS vs AMBA
-67.9%
+21.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | -31.2% | -26.4% | -4.8% | -25.9% |
| 6M | -33.0% | -20.9% | -12.2% | -33.0% |
| YTD | -42.4% | -14.8% | -27.6% | -44.3% |
| 1Y | -37.7% | -36.1% | -1.7% | -35.1% |
| 3Y | +28.2% | +20.2% | +7.9% | -1.0% |
| All | -46.5% | -67.9% | +21.4% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling