+283.1%
ECHO vs AME
+1,192.7%
-909.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.8% | +4.6% |
| 7D | +3.0% | -1.5% | +4.5% | +4.2% |
| 30D | +6.7% | -4.2% | +10.9% | +9.7% |
| 3M | +12.4% | -5.9% | +18.3% | +16.6% |
| 6M | -20.4% | +2.8% | -23.2% | -21.6% |
| YTD | -6.9% | +16.6% | -23.5% | -14.8% |
| 1Y | +37.7% | +22.1% | +15.6% | +22.9% |
| 3Y | +902.9% | +64.7% | +838.2% | +651.4% |
| 5Y | +275.3% | +76.6% | +198.7% | +168.1% |
| 10Y | +159.0% | +443.9% | -284.9% | -0.7% |
| All | +283.1% | +1,192.7% | -909.5% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling