+202.3%
ECL vs AMCR
+18.6%
+183.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | -2.4% | +5.2% | +4.1% |
| 30D | +7.5% | +3.6% | +3.9% | +5.6% |
| 3M | +12.2% | -4.2% | +16.5% | +14.3% |
| 6M | +24.6% | +15.5% | +9.0% | +15.6% |
| YTD | +18.8% | +9.7% | +9.0% | +11.8% |
| 1Y | +19.3% | +8.3% | +11.0% | +13.1% |
| 3Y | +78.2% | +15.4% | +62.8% | +57.7% |
| 5Y | +38.8% | -9.1% | +47.9% | +39.4% |
| All | +202.3% | +18.6% | +183.6% | +142.7% |
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