+34.2%
ECHO vs AMDL
+108.7%
-74.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.5% |
| 7D | +4.6% | -30.7% | +35.3% | +8.6% |
| 30D | +0.4% | -43.8% | +44.2% | +6.4% |
| 3M | +7.7% | -24.5% | +32.2% | +9.5% |
| 6M | -18.0% | +44.7% | -62.7% | -24.4% |
| YTD | -9.3% | +204.0% | -213.3% | -25.0% |
| 1Y | +34.2% | +109.1% | -74.9% | +11.9% |
| All | +34.2% | +108.7% | -74.4% | +11.9% |
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