+126.7%
AMAT vs ECHO
+260.3%
-133.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.9% | -9.4% |
| 7D | -14.7% | -2.4% | -12.3% | -14.4% |
| 30D | -36.1% | -3.1% | -33.0% | -35.8% |
| 3M | -36.9% | +8.7% | -45.6% | -37.4% |
| 6M | -22.2% | -24.8% | +2.6% | -19.8% |
| YTD | +29.9% | -13.0% | +42.9% | +31.1% |
| 1Y | +43.3% | +33.9% | +9.3% | +37.9% |
| 3Y | +142.7% | +791.8% | -649.1% | +60.5% |
| All | +126.7% | +260.3% | -133.6% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling