+550.7%
ECHO vs AMIX
-99.9%
+650.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +3.4% | -13.7% | +17.1% | +3.8% |
| 30D | +2.4% | -62.1% | +64.4% | +4.4% |
| 3M | -28.0% | -46.2% | +18.2% | -30.5% |
| 6M | -21.2% | -46.4% | +25.2% | -24.4% |
| YTD | -17.4% | -60.3% | +42.9% | -19.5% |
| 1Y | +33.6% | -79.7% | +113.3% | +33.1% |
| All | +550.7% | -99.9% | +650.6% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling