+2.7%
ECL vs AMC
-2.6%
+5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | -2.6% | +2.3% | -4.9% | -2.7% |
| 30D | -2.2% | -0.7% | -1.4% | -2.2% |
| 3M | +10.1% | +35.2% | -25.1% | +9.1% |
| 6M | -5.7% | +124.6% | -130.3% | -9.1% |
| YTD | +7.0% | +69.9% | -62.9% | +3.5% |
| 1Y | +2.7% | -2.6% | +5.2% | -1.4% |
| All | +2.7% | -2.6% | +5.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling