+152.1%
ECL vs AMCR
+16.5%
+135.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.6% | -5.0% | +2.3% | -0.2% |
| 30D | -4.6% | -8.0% | +3.4% | -0.7% |
| 3M | +6.0% | +14.3% | -8.3% | -0.9% |
| 6M | -3.0% | +5.3% | -8.3% | -6.1% |
| YTD | +4.0% | +7.7% | -3.7% | -1.0% |
| 1Y | +2.0% | +10.8% | -8.8% | -4.5% |
| 3Y | +53.9% | +9.6% | +44.3% | +39.9% |
| 5Y | +27.1% | -10.2% | +37.3% | +28.6% |
| All | +152.1% | +16.5% | +135.6% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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