+23.1%
ECL vs AMRZ
-11.5%
+34.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +2.0% |
| 7D | +7.7% | +10.3% | -2.6% | +4.9% |
| 30D | +13.7% | +18.7% | -5.0% | +8.6% |
| 3M | +11.6% | -14.6% | +26.2% | +15.7% |
| 6M | +23.9% | -12.9% | +36.8% | +27.6% |
| YTD | +21.0% | -17.4% | +38.3% | +25.8% |
| 1Y | +23.1% | -12.3% | +35.4% | +26.3% |
| All | +23.1% | -11.5% | +34.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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