+19.9%
ECL vs AMC
+40.5%
-20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.7% |
| 7D | -0.5% | +6.6% | -7.1% | -0.8% |
| 30D | +8.8% | +14.1% | -5.3% | +8.3% |
| 3M | +7.8% | +31.3% | -23.4% | +6.9% |
| 6M | +21.3% | +126.7% | -105.4% | +16.7% |
| YTD | +17.8% | +117.9% | -100.2% | +12.9% |
| All | +19.9% | +40.5% | -20.6% | +20.4% |
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