+17.9%
ECL vs AMRZ
-16.9%
+34.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -0.5% | -4.0% | +3.6% | +0.7% |
| 30D | +6.6% | +12.4% | -5.8% | +3.5% |
| 3M | +9.6% | -11.5% | +21.1% | +12.9% |
| 6M | +21.6% | -21.6% | +43.2% | +28.6% |
| YTD | +16.9% | -23.4% | +40.3% | +24.3% |
| 1Y | +17.9% | -17.2% | +35.0% | +23.4% |
| All | +17.9% | -16.9% | +34.8% | +23.4% |
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