+95.5%
AMD vs ECHO
+34.5%
+61.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.2% |
| 7D | -15.5% | +4.6% | -20.1% | -17.0% |
| 30D | -22.6% | +0.4% | -23.0% | -22.9% |
| 3M | -5.7% | +7.7% | -13.4% | -8.4% |
| 6M | +43.1% | -18.0% | +61.2% | +48.0% |
| YTD | +128.2% | -9.3% | +137.5% | +125.5% |
| 1Y | +95.5% | +34.2% | +61.3% | +80.0% |
| All | +95.5% | +34.5% | +61.0% | +80.0% |
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 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