+30.0%
ECL vs AMBA
-54.5%
+84.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.6% | -11.0% | +8.4% | -1.4% |
| 30D | -2.2% | -23.2% | +21.0% | +0.4% |
| 3M | +10.1% | -12.7% | +22.8% | +10.0% |
| 6M | -5.7% | +11.2% | -16.9% | -9.5% |
| YTD | +7.0% | -11.2% | +18.2% | +5.2% |
| 1Y | +2.7% | -22.5% | +25.2% | +1.8% |
| 3Y | +57.7% | -1.3% | +59.0% | +44.1% |
| All | +30.0% | -54.5% | +84.5% | +16.8% |
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 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