-39.5%
BROS vs AMBA
-23.4%
-16.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.4% | -12.0% | -21.0% |
| 7D | -21.4% | -14.6% | -6.8% | -21.1% |
| 30D | -11.5% | -18.8% | +7.3% | -11.1% |
| 3M | -47.4% | -32.6% | -14.8% | -47.0% |
| 6M | -39.5% | -25.8% | -13.7% | -39.0% |
| All | -39.5% | -23.4% | -16.2% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling