+40.5%
ECL vs AMBA
-69.7%
+110.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +1.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +8.8% | -8.6% | +17.4% | +9.6% |
| 3M | +7.8% | -29.0% | +36.8% | +11.2% |
| 6M | +21.3% | -19.2% | +40.5% | +21.1% |
| YTD | +17.8% | -13.0% | +30.8% | +15.6% |
| 1Y | +21.1% | -31.3% | +52.3% | +21.9% |
| 3Y | +80.1% | +28.1% | +51.9% | +56.4% |
| 5Y | +40.5% | -69.4% | +109.9% | +32.4% |
| All | +40.5% | -69.7% | +110.2% | +32.4% |
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