+192.5%
ECHO vs AMP
+589.3%
-396.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | +0.7% | -1.3% | +2.0% | +1.3% |
| 3M | -27.3% | +24.2% | -51.5% | -34.8% |
| 6M | -17.0% | +24.6% | -41.5% | -26.0% |
| YTD | -14.3% | +14.8% | -29.1% | -21.2% |
| 1Y | +20.9% | +12.8% | +8.1% | +12.1% |
| 3Y | +423.0% | +69.0% | +354.0% | +306.9% |
| 5Y | +265.7% | +124.9% | +140.8% | +146.4% |
| All | +192.5% | +589.3% | -396.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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