+654.8%
ECHO vs AMIX
-99.9%
+754.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.9% | +2.7% |
| 7D | +2.2% | +11.4% | -9.3% | +1.9% |
| 30D | +9.8% | -40.5% | +50.3% | +11.1% |
| 3M | +16.8% | -80.1% | +96.9% | +20.9% |
| 6M | -18.1% | -74.8% | +56.7% | -20.2% |
| YTD | -4.2% | -84.0% | +79.8% | -4.7% |
| 1Y | +41.2% | -89.7% | +130.9% | +41.8% |
| All | +654.8% | -99.9% | +754.7% | +616.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling