+1.9%
AMKR vs ECHO
+34.5%
-32.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -2.0% | -3.9% |
| 7D | -15.5% | +4.6% | -20.1% | -17.0% |
| 30D | -34.7% | +0.4% | -35.1% | -34.9% |
| 3M | -36.1% | +7.7% | -43.7% | -37.8% |
| 6M | -49.6% | -18.0% | -31.5% | -48.3% |
| YTD | -9.2% | -9.3% | 0.0% | -11.5% |
| 1Y | +1.9% | +34.2% | -32.3% | -10.8% |
| All | +1.9% | +34.5% | -32.6% | -10.8% |
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