+337.5%
AMD vs ECHO
+242.1%
+95.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +3.4% | -0.8% | +2.0% |
| 30D | -0.9% | +2.4% | -3.3% | -1.3% |
| 3M | -8.7% | -28.0% | +19.2% | -4.2% |
| 6M | +136.3% | -21.2% | +157.6% | +144.2% |
| YTD | +123.0% | -17.4% | +140.4% | +128.3% |
| 1Y | +195.2% | +33.6% | +161.6% | +181.3% |
| 3Y | +336.3% | +419.7% | -83.3% | +201.3% |
| All | +337.5% | +242.1% | +95.4% | +226.9% |
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