+20.9%
ECHO vs AMP
+14.8%
+6.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +0.7% | -1.3% | +2.0% | +0.8% |
| 3M | -27.3% | +24.2% | -51.5% | -29.9% |
| 6M | -17.0% | +24.6% | -41.5% | -19.9% |
| YTD | -14.3% | +14.8% | -29.1% | -16.3% |
| 1Y | +20.9% | +12.8% | +8.1% | +16.1% |
| All | +20.9% | +14.8% | +6.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling