+199.0%
AMD vs ECHO
+260.3%
-61.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +10.1% |
| 7D | -11.0% | -2.4% | -8.7% | -10.4% |
| 30D | -30.5% | -3.1% | -27.3% | -29.9% |
| 3M | -8.2% | +8.7% | -16.9% | -9.2% |
| 6M | +6.6% | -24.8% | +31.3% | +11.3% |
| YTD | +109.7% | -13.0% | +122.6% | +113.5% |
| 1Y | +88.9% | +33.9% | +55.0% | +80.7% |
| 3Y | +301.8% | +791.8% | -490.0% | +145.7% |
| All | +199.0% | +260.3% | -61.3% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling