+528.2%
AMKR vs ECHO
+197.5%
+330.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.1% |
| 7D | +8.3% | +3.7% | +4.6% | +7.4% |
| 30D | -6.8% | +0.7% | -7.5% | -6.8% |
| 3M | -31.9% | -27.3% | -4.6% | -27.0% |
| 6M | +18.4% | -17.0% | +35.3% | +22.6% |
| YTD | +31.7% | -14.3% | +46.0% | +34.5% |
| 1Y | +105.2% | +20.9% | +84.3% | +93.5% |
| 3Y | +147.7% | +423.0% | -275.2% | +24.2% |
| 5Y | +99.4% | +265.7% | -166.3% | +12.8% |
| All | +528.2% | +197.5% | +330.6% | +335.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling