+6,588.7%
AMD vs ECHO
+216.6%
+6,372.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +3.4% | -0.8% | +1.6% |
| 30D | -0.9% | +2.4% | -3.3% | -1.6% |
| 3M | -8.7% | -28.0% | +19.2% | 0.0% |
| 6M | +136.3% | -21.2% | +157.6% | +151.0% |
| YTD | +123.0% | -17.4% | +140.4% | +132.0% |
| 1Y | +195.2% | +33.6% | +161.6% | +163.7% |
| 3Y | +336.3% | +419.7% | -83.3% | +82.3% |
| 5Y | +334.5% | +241.7% | +92.8% | +110.4% |
| 10Y | +6,259.1% | +180.8% | +6,078.4% | +2,904.6% |
| All | +6,588.7% | +216.6% | +6,372.0% | +2,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling