+151.6%
ECL vs AMC
-98.9%
+250.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +9.0% |
| 6M | -5.7% | +124.6% | -130.3% | -8.0% |
| YTD | +7.0% | +69.9% | -62.9% | +4.9% |
| 1Y | +2.7% | -2.6% | +5.2% | +1.9% |
| 3Y | +57.7% | -79.8% | +137.5% | +59.5% |
| 5Y | +31.1% | -99.4% | +130.5% | +38.8% |
| All | +151.6% | -98.9% | +250.5% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling