+417.8%
ECHO vs AME
+55.3%
+362.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +8.6% | +2.8% | +5.8% | +6.8% |
| 30D | +3.8% | -6.3% | +10.0% | +7.8% |
| 3M | -19.9% | +5.4% | -25.3% | -22.6% |
| 6M | -12.1% | +7.4% | -19.5% | -16.1% |
| YTD | -14.1% | +16.2% | -30.2% | -22.1% |
| 1Y | +15.9% | +26.8% | -10.9% | -1.1% |
| 3Y | +417.8% | +57.5% | +360.3% | +264.0% |
| All | +417.8% | +55.3% | +362.6% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling