+247.2%
AMAT vs ECHO
+242.1%
+5.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +3.4% | -4.9% | -1.9% |
| 30D | -14.8% | +2.4% | -17.2% | -15.0% |
| 3M | -9.3% | -28.0% | +18.7% | -5.9% |
| 6M | +27.4% | -21.2% | +48.6% | +30.4% |
| YTD | +77.6% | -17.4% | +95.0% | +80.2% |
| 1Y | +188.9% | +33.6% | +155.4% | +177.7% |
| 3Y | +202.3% | +419.7% | -217.4% | +124.0% |
| All | +247.2% | +242.1% | +5.1% | +179.6% |
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