+158.2%
AMAT vs ECHO
+288.7%
-130.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -2.5% | +2.2% | -4.6% | -2.6% |
| 30D | -26.5% | +9.8% | -36.4% | -27.3% |
| 3M | -28.6% | +16.8% | -45.4% | -29.9% |
| 6M | -14.2% | -18.1% | +3.8% | -12.6% |
| YTD | +45.5% | -4.2% | +49.7% | +45.1% |
| 1Y | +59.3% | +41.2% | +18.1% | +52.3% |
| 3Y | +153.1% | +943.7% | -790.6% | +62.8% |
| 5Y | +158.2% | +277.5% | -119.4% | +112.0% |
| All | +158.2% | +288.7% | -130.5% | +112.0% |
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