+169.4%
AMAT vs ECHO
+651.7%
-482.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -3.0% |
| 7D | -11.2% | +4.6% | -15.8% | -11.6% |
| 30D | -31.9% | +0.4% | -32.3% | -31.9% |
| 3M | -32.3% | +7.7% | -40.0% | -32.8% |
| 6M | -5.4% | -18.0% | +12.7% | -4.2% |
| YTD | +44.3% | -9.3% | +53.5% | +44.5% |
| 1Y | +61.4% | +34.2% | +27.2% | +57.4% |
| All | +169.4% | +651.7% | -482.3% | +125.5% |
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