+115.4%
AMD vs ECHO
+45.5%
+69.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -9.6% |
| 7D | +18.9% | +5.7% | +13.2% | +15.8% |
| 30D | -6.4% | +13.8% | -20.3% | -10.8% |
| 3M | +10.6% | +9.1% | +1.5% | +7.0% |
| 6M | +19.9% | -24.9% | +44.8% | +27.3% |
| YTD | +149.4% | -8.0% | +157.4% | +143.6% |
| 1Y | +115.4% | +42.9% | +72.5% | +89.5% |
| All | +115.4% | +45.5% | +69.9% | +89.5% |
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