+1,162.1%
AMAT vs ECHO
+155.0%
+1,007.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.9% | -9.2% |
| 7D | -14.7% | -2.4% | -12.3% | -14.3% |
| 30D | -36.1% | -3.1% | -33.0% | -35.6% |
| 3M | -36.9% | +8.7% | -45.6% | -37.8% |
| 6M | -22.2% | -24.8% | +2.6% | -18.4% |
| YTD | +29.9% | -13.0% | +42.9% | +31.7% |
| 1Y | +43.3% | +33.9% | +9.3% | +34.0% |
| 3Y | +142.7% | +791.8% | -649.1% | +18.1% |
| 5Y | +126.2% | +261.7% | -135.5% | +46.5% |
| All | +1,162.1% | +155.0% | +1,007.0% | +1,062.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling