+311.1%
ECHO vs AMCR
+96.6%
+214.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| YTD | -14.1% | +11.1% | -25.2% | -18.2% |
| 1Y | +15.9% | +12.7% | +3.1% | +9.4% |
| 3Y | +417.8% | +9.6% | +408.3% | +389.8% |
| 5Y | +259.3% | -10.3% | +269.6% | +260.9% |
| 10Y | +192.7% | +16.5% | +176.3% | +161.4% |
| All | +311.1% | +96.6% | +214.5% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling