+408.5%
ECL vs AMCR
+100.2%
+308.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.6% | -1.9% | -0.7% | -1.9% |
| 30D | -2.2% | -4.1% | +1.9% | -0.7% |
| 3M | +10.1% | +21.7% | -11.6% | +2.3% |
| 6M | -5.7% | +1.5% | -7.2% | -6.7% |
| YTD | +7.0% | +13.1% | -6.2% | +1.3% |
| 1Y | +2.7% | +13.0% | -10.3% | -2.8% |
| 3Y | +57.7% | +6.9% | +50.8% | +49.3% |
| 5Y | +31.1% | -10.5% | +41.6% | +32.9% |
| 10Y | +150.9% | +20.9% | +130.0% | +120.4% |
| All | +408.5% | +100.2% | +308.3% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling