+33.6%
ECHO vs AMDL
+384.9%
-351.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.9% |
| 7D | +3.4% | +4.5% | -1.1% | +2.9% |
| 30D | +2.4% | -4.4% | +6.8% | +2.5% |
| 3M | -28.0% | -30.5% | +2.5% | -27.3% |
| 6M | -21.2% | +300.9% | -322.1% | -32.0% |
| YTD | -17.4% | +219.9% | -237.3% | -27.9% |
| 1Y | +33.6% | +374.7% | -341.1% | +18.7% |
| All | +33.6% | +384.9% | -351.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling