+585.7%
ECHO vs AMIX
-100.0%
+685.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -3.9% |
| 7D | -2.4% | -16.0% | +13.6% | -2.0% |
| 30D | -3.1% | -55.4% | +52.3% | -1.3% |
| 3M | +8.7% | -87.5% | +96.2% | +13.7% |
| 6M | -24.8% | -81.2% | +56.4% | -26.0% |
| YTD | -13.0% | -86.8% | +73.9% | -13.1% |
| 1Y | +33.9% | -91.6% | +125.5% | +35.1% |
| All | +585.7% | -100.0% | +685.6% | +553.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling