+197.7%
ECL vs AMC
-98.6%
+296.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.8% |
| 7D | -0.5% | +6.6% | -7.1% | -0.7% |
| 30D | +8.8% | +14.1% | -5.3% | +8.5% |
| 3M | +7.8% | +31.3% | -23.4% | +7.1% |
| 6M | +21.3% | +126.7% | -105.4% | +18.4% |
| YTD | +17.8% | +117.9% | -100.2% | +14.8% |
| 1Y | +21.1% | +41.1% | -20.0% | +19.2% |
| 3Y | +80.1% | -61.0% | +141.0% | +79.9% |
| 5Y | +40.5% | -99.1% | +139.6% | +47.6% |
| 10Y | +197.7% | -98.7% | +296.4% | +156.6% |
| All | +197.7% | -98.6% | +296.4% | +156.6% |
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