-5.8%
BROS vs AMBA
-62.4%
+56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.4% | -12.0% | -19.0% |
| 7D | -21.4% | -14.6% | -6.8% | -17.9% |
| 30D | -11.5% | -18.8% | +7.3% | -6.8% |
| 3M | -47.4% | -32.6% | -14.8% | -42.3% |
| 6M | -39.5% | -25.8% | -13.7% | -38.5% |
| YTD | -43.5% | -22.1% | -21.4% | -44.1% |
| 1Y | -37.8% | -36.2% | -1.6% | -35.5% |
| 3Y | +30.5% | +10.0% | +20.5% | +4.6% |
| 5Y | -49.1% | -71.6% | +22.4% | -45.9% |
| All | -5.8% | -62.4% | +56.6% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling