+84.0%
AMD vs ECHO
+28.0%
+56.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +8.8% |
| 7D | -11.0% | -2.4% | -8.7% | -9.6% |
| 30D | -30.5% | -3.1% | -27.3% | -29.2% |
| 3M | -8.2% | +8.7% | -16.9% | -10.4% |
| 6M | +6.6% | -24.8% | +31.3% | +14.1% |
| YTD | +109.7% | -13.0% | +122.6% | +112.1% |
| All | +84.0% | +28.0% | +56.1% | +74.2% |
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