+137.2%
AMKR vs ECHO
+408.9%
-271.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | +5.5% | +2.3% | +3.2% | +5.2% |
| 30D | -8.6% | +4.4% | -13.0% | -9.0% |
| 3M | -28.7% | -20.3% | -8.4% | -27.1% |
| 6M | +13.3% | -15.3% | +28.6% | +15.0% |
| YTD | +26.1% | -15.5% | +41.6% | +27.7% |
| 1Y | +101.2% | +15.0% | +86.2% | +97.8% |
| All | +137.2% | +408.9% | -271.7% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling