+135.9%
ECHO vs AMC
-98.1%
+234.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +3.4% | +2.3% | +1.1% | +3.3% |
| 30D | +2.4% | -0.7% | +3.1% | +2.3% |
| 3M | -28.0% | +35.2% | -63.2% | -29.1% |
| 6M | -21.2% | +124.6% | -145.8% | -24.1% |
| YTD | -17.4% | +69.9% | -87.3% | -19.6% |
| 1Y | +33.6% | -2.6% | +36.2% | +32.2% |
| 3Y | +419.7% | -79.8% | +499.4% | +427.5% |
| 5Y | +241.7% | -99.4% | +341.1% | +268.3% |
| 10Y | +180.8% | -98.9% | +279.6% | +186.4% |
| All | +135.9% | -98.1% | +234.0% | +122.4% |
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