+188.9%
AMAT vs ECHO
+40.1%
+148.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +3.4% | -4.9% | -2.3% |
| 30D | -14.8% | +2.4% | -17.2% | -15.2% |
| 3M | -9.3% | -28.0% | +18.7% | -5.0% |
| 6M | +27.4% | -21.2% | +48.6% | +31.0% |
| YTD | +77.6% | -17.4% | +95.0% | +80.7% |
| 1Y | +188.9% | +33.6% | +155.4% | +189.0% |
| All | +188.9% | +40.1% | +148.8% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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