+202.3%
ECL vs AMBA
-0.9%
+203.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +2.9% | +2.7% | +0.2% | +2.5% |
| 30D | +7.5% | -2.2% | +9.7% | +7.6% |
| 3M | +12.2% | -26.6% | +38.9% | +15.8% |
| 6M | +24.6% | -26.8% | +51.3% | +26.0% |
| YTD | +18.8% | -15.1% | +33.9% | +16.8% |
| 1Y | +19.3% | -32.3% | +51.6% | +20.5% |
| 3Y | +78.2% | +19.8% | +58.4% | +57.5% |
| 5Y | +38.8% | -69.2% | +108.0% | +40.2% |
| All | +202.3% | -0.9% | +203.2% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling