+132.8%
AMD vs ECHO
+40.1%
+92.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +8.2% |
| 7D | +13.1% | +3.6% | +9.5% | +11.9% |
| 30D | -7.0% | +7.5% | -14.4% | -9.3% |
| 3M | +16.6% | +16.2% | +0.4% | +10.5% |
| 6M | +20.5% | -20.9% | +41.4% | +25.5% |
| YTD | +158.2% | -6.0% | +164.2% | +152.9% |
| 1Y | +132.8% | +43.4% | +89.4% | +116.8% |
| All | +132.8% | +40.1% | +92.7% | +116.8% |
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