+1,321.9%
AMAT vs ECHO
+144.4%
+1,177.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | +11.4% | +5.7% | +5.7% | +10.2% |
| 30D | -17.0% | +13.8% | -30.9% | -18.8% |
| 3M | -30.6% | +9.1% | -39.7% | -31.6% |
| 6M | -14.9% | -24.9% | +10.0% | -10.7% |
| YTD | +44.7% | -8.0% | +52.7% | +45.3% |
| 1Y | +66.9% | +42.9% | +24.0% | +54.5% |
| 3Y | +153.3% | +926.7% | -773.4% | +18.1% |
| 5Y | +146.2% | +230.4% | -84.1% | +69.2% |
| All | +1,321.9% | +144.4% | +1,177.6% | +1,041.2% |
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