+607.1%
ECHO vs AMDL
+95.0%
+512.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -1.3% |
| 7D | +3.4% | +4.5% | -1.1% | +2.7% |
| 30D | +2.4% | -4.4% | +6.8% | +2.6% |
| 3M | -28.0% | -30.5% | +2.5% | -26.9% |
| 6M | -21.2% | +300.9% | -322.1% | -41.2% |
| YTD | -17.4% | +219.9% | -237.3% | -37.7% |
| 1Y | +33.6% | +374.7% | -341.1% | -11.6% |
| All | +607.1% | +95.0% | +512.1% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling