+165.0%
AMAT vs ECHO
+842.2%
-677.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.9% | +4.4% | +10.6% |
| 7D | -1.1% | +3.0% | -4.1% | -1.2% |
| 30D | -26.9% | +6.7% | -33.6% | -27.3% |
| 3M | -31.2% | +12.4% | -43.6% | -31.9% |
| 6M | -14.7% | -20.4% | +5.7% | -13.4% |
| YTD | +44.7% | -6.9% | +51.6% | +44.8% |
| 1Y | +62.0% | +37.7% | +24.2% | +57.7% |
| 3Y | +165.0% | +902.9% | -737.9% | +121.0% |
| All | +165.0% | +842.2% | -677.2% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling