+560.5%
AMKR vs ECHO
+229.4%
+331.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.1% | +4.8% |
| 7D | +11.1% | +8.6% | +2.5% | +8.2% |
| 30D | -8.1% | +3.8% | -11.8% | -9.0% |
| 3M | -25.6% | -19.9% | -5.7% | -20.2% |
| 6M | +22.5% | -12.1% | +34.6% | +26.3% |
| YTD | +29.1% | -14.1% | +43.2% | +32.6% |
| 1Y | +105.7% | +15.9% | +89.8% | +90.1% |
| 3Y | +133.2% | +417.8% | -284.6% | -17.4% |
| 5Y | +98.5% | +259.3% | -160.8% | -19.8% |
| 10Y | +490.6% | +192.7% | +297.9% | +154.5% |
| All | +560.5% | +229.4% | +331.2% | +92.7% |
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