+80.8%
ECL vs AMBA
+10.0%
+70.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.6% |
| 7D | +1.7% | -14.6% | +16.2% | +2.2% |
| 30D | +8.9% | -18.8% | +27.7% | +9.6% |
| 3M | +7.4% | -32.6% | +40.0% | +8.9% |
| 6M | +19.3% | -25.8% | +45.1% | +19.5% |
| YTD | +17.4% | -22.1% | +39.6% | +16.7% |
| 1Y | +19.4% | -36.2% | +55.6% | +19.9% |
| All | +80.8% | +10.0% | +70.8% | +64.5% |
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 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