+148.5%
ECHO vs AMC
-97.7%
+246.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.8% | +6.7% | -3.7% |
| 7D | -2.4% | +2.6% | -5.0% | -2.5% |
| 30D | -3.1% | +9.0% | -12.2% | -3.5% |
| 3M | +8.7% | +22.2% | -13.5% | +7.8% |
| 6M | -24.8% | +91.5% | -116.2% | -27.0% |
| YTD | -13.0% | +101.3% | -114.2% | -15.9% |
| 1Y | +33.9% | +20.8% | +13.2% | +31.5% |
| 3Y | +791.8% | -71.3% | +863.1% | +798.9% |
| 5Y | +261.7% | -99.2% | +360.9% | +287.0% |
| 10Y | +157.3% | -98.7% | +256.0% | +162.6% |
| All | +148.5% | -97.7% | +246.3% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling