+635.6%
ECHO vs AMDL
+117.8%
+517.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.7% | -7.6% | +2.4% |
| 7D | +8.6% | +19.9% | -11.4% | +5.7% |
| 30D | +3.8% | +6.3% | -2.5% | +2.4% |
| 3M | -19.9% | -9.9% | -10.0% | -21.5% |
| 6M | -12.1% | +394.3% | -406.4% | -36.4% |
| YTD | -14.1% | +257.3% | -271.4% | -36.3% |
| 1Y | +15.9% | +508.5% | -492.7% | -26.6% |
| All | +635.6% | +117.8% | +517.8% | +357.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling