+34.2%
ECHO vs AMIX
-92.3%
+126.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.2% | -3.2% |
| 7D | +4.6% | -25.1% | +29.7% | +5.0% |
| 30D | +0.4% | -54.5% | +54.9% | +1.6% |
| 3M | +7.7% | -91.7% | +99.4% | +11.5% |
| 6M | -18.0% | -79.4% | +61.4% | -18.9% |
| YTD | -9.3% | -86.1% | +76.8% | -10.8% |
| 1Y | +34.2% | -91.6% | +125.8% | +30.0% |
| All | +34.2% | -92.3% | +126.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling