+173.6%
ECHO vs AMC
-97.5%
+271.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +2.9% |
| 7D | +2.2% | +5.5% | -3.3% | +2.0% |
| 30D | +9.8% | +16.1% | -6.3% | +9.3% |
| 3M | +16.8% | +43.0% | -26.1% | +15.3% |
| 6M | -18.1% | +130.7% | -148.7% | -21.0% |
| YTD | -4.2% | +121.8% | -126.0% | -7.7% |
| 1Y | +41.2% | +40.7% | +0.6% | +38.1% |
| 3Y | +943.7% | -56.8% | +1,000.5% | +939.7% |
| 5Y | +277.5% | -99.1% | +376.6% | +302.1% |
| 10Y | +159.8% | -98.7% | +258.4% | +168.8% |
| All | +173.6% | -97.5% | +271.1% | +155.5% |
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