+6,189.1%
AMD vs ECHO
+233.6%
+5,955.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.1% | -6.9% |
| 7D | -11.0% | -2.4% | -8.7% | -10.4% |
| 30D | -30.5% | -3.1% | -27.3% | -29.8% |
| 3M | -8.2% | +8.7% | -16.9% | -10.5% |
| 6M | +6.6% | -24.8% | +31.3% | +15.0% |
| YTD | +109.7% | -13.0% | +122.6% | +114.9% |
| 1Y | +88.9% | +33.9% | +55.0% | +69.9% |
| 3Y | +301.8% | +791.8% | -490.0% | +39.0% |
| 5Y | +229.4% | +261.7% | -32.3% | +57.6% |
| 10Y | +6,745.1% | +157.3% | +6,587.8% | +3,374.9% |
| All | +6,189.1% | +233.6% | +5,955.5% | +1,992.5% |
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 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