+2,760.1%
AMAT vs ECHO
+247.7%
+2,512.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.5% |
| 7D | -11.2% | +4.6% | -15.8% | -12.2% |
| 30D | -31.9% | +0.4% | -32.3% | -31.9% |
| 3M | -32.3% | +7.7% | -40.0% | -33.6% |
| 6M | -5.4% | -18.0% | +12.7% | -1.4% |
| YTD | +44.3% | -9.3% | +53.5% | +45.0% |
| 1Y | +61.4% | +34.2% | +27.2% | +47.0% |
| 3Y | +170.6% | +538.7% | -368.1% | +21.5% |
| 5Y | +156.4% | +279.9% | -123.4% | +36.0% |
| 10Y | +1,356.4% | +168.2% | +1,188.2% | +750.2% |
| All | +2,760.1% | +247.7% | +2,512.4% | +1,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling