+241.6%
ECHO vs AMC
-99.4%
+341.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | +3.4% | +2.3% | +1.1% | +3.2% |
| 30D | +2.4% | -0.7% | +3.1% | +2.3% |
| 3M | -28.0% | +35.2% | -63.2% | -30.4% |
| 6M | -21.2% | +124.6% | -145.8% | -27.3% |
| YTD | -17.4% | +69.9% | -87.3% | -22.3% |
| 1Y | +33.6% | -2.6% | +36.2% | +30.7% |
| 3Y | +419.7% | -79.8% | +499.4% | +436.9% |
| All | +241.6% | -99.4% | +341.0% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling