+37.8%
ECL vs AMBA
-70.4%
+108.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.3% |
| 7D | -0.8% | -7.2% | +6.5% | -0.1% |
| 30D | +8.1% | -10.4% | +18.5% | +9.1% |
| 3M | +6.4% | -30.1% | +36.5% | +9.8% |
| 6M | +14.8% | -22.4% | +37.2% | +15.0% |
| YTD | +15.5% | -17.3% | +32.8% | +13.9% |
| 1Y | +20.1% | -35.4% | +55.5% | +21.8% |
| 3Y | +77.8% | +18.6% | +59.1% | +55.8% |
| All | +37.8% | -70.4% | +108.2% | +30.5% |
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 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