+311.1%
ECHO vs AMCR
+102.7%
+208.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | +8.6% | -1.8% | +10.4% | +9.2% |
| 30D | +3.8% | -6.0% | +9.8% | +5.7% |
| 3M | -19.9% | +18.9% | -38.8% | -24.7% |
| 6M | -12.1% | +5.7% | -17.7% | -14.5% |
| YTD | -14.1% | +11.1% | -25.2% | -18.2% |
| 1Y | +15.9% | +14.4% | +1.4% | +8.9% |
| 3Y | +417.8% | +13.0% | +404.9% | +384.8% |
| 5Y | +259.3% | -7.5% | +266.9% | +257.1% |
| 10Y | +192.7% | +20.1% | +172.6% | +158.7% |
| All | +311.1% | +102.7% | +208.4% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling