+907.5%
ECHO vs AMC
-58.0%
+965.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.8% |
| 7D | +9.1% | +8.4% | +0.7% | +8.4% |
| 30D | +7.2% | +9.2% | -2.0% | +6.4% |
| 3M | +6.1% | +32.0% | -25.9% | +3.4% |
| 6M | -24.2% | +149.3% | -173.4% | -31.7% |
| YTD | -9.7% | +114.1% | -123.8% | -18.0% |
| 1Y | +40.9% | +35.8% | +5.2% | +33.5% |
| All | +907.5% | -58.0% | +965.5% | +1,160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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