+672.7%
ECHO vs AMDL
+145.7%
+527.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +11.9% | -15.9% | -5.7% |
| 7D | +9.1% | +103.5% | -94.4% | -2.7% |
| 30D | +7.2% | -18.3% | +25.5% | +7.2% |
| 3M | +6.1% | +20.1% | -14.0% | -0.6% |
| 6M | -24.2% | +15.9% | -40.1% | -31.5% |
| YTD | -9.7% | +303.0% | -312.7% | -36.5% |
| 1Y | +40.9% | +164.0% | -123.1% | +5.4% |
| All | +672.7% | +145.7% | +527.0% | +356.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling