+195.2%
AMD vs ECHO
+40.1%
+155.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | -0.9% | +2.4% | -3.3% | -1.7% |
| 3M | -8.7% | -28.0% | +19.2% | -1.7% |
| 6M | +136.3% | -21.2% | +157.6% | +146.9% |
| YTD | +123.0% | -17.4% | +140.4% | +130.9% |
| 1Y | +195.2% | +33.6% | +161.6% | +192.9% |
| All | +195.2% | +40.1% | +155.0% | +192.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling