+3.4%
ECL vs AMRZ
-19.2%
+22.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -2.7% | -4.7% | +1.9% | -1.8% |
| 30D | -4.3% | -11.3% | +7.0% | -2.0% |
| 3M | +3.2% | -22.1% | +25.3% | +8.3% |
| 6M | -2.9% | -29.6% | +26.7% | +2.9% |
| YTD | +4.3% | -23.3% | +27.6% | +9.7% |
| 1Y | +1.6% | -23.7% | +25.4% | +6.8% |
| All | +3.4% | -19.2% | +22.7% | +7.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling