+77.4%
ECL vs AMC
-58.9%
+136.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +0.4% | +5.5% | -5.0% | +0.3% |
| 30D | +8.6% | +16.1% | -7.5% | +8.2% |
| 3M | +7.9% | +43.0% | -35.1% | +6.9% |
| 6M | +21.0% | +130.7% | -109.6% | +18.1% |
| YTD | +17.5% | +121.8% | -104.3% | +14.6% |
| 1Y | +19.7% | +40.7% | -21.0% | +17.7% |
| 3Y | +77.4% | -56.8% | +134.2% | +77.3% |
| All | +77.4% | -58.9% | +136.3% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling