+410.4%
ECL vs AMBA
+837.3%
-426.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| YTD | +7.0% | -11.2% | +18.2% | +5.5% |
| 1Y | +2.7% | -22.5% | +25.2% | +2.0% |
| 3Y | +57.7% | -1.3% | +59.0% | +46.8% |
| 5Y | +31.1% | -54.2% | +85.3% | +26.9% |
| 10Y | +150.9% | -6.1% | +157.0% | +111.3% |
| All | +410.4% | +837.3% | -426.9% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling