+412.7%
ECHO vs AMP
+64.9%
+347.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +2.4% | -1.0% | +3.4% | +3.0% |
| 3M | -21.8% | +23.2% | -45.0% | -32.9% |
| 6M | -16.9% | +20.4% | -37.3% | -27.9% |
| YTD | -16.0% | +13.6% | -29.6% | -25.2% |
| 1Y | +9.3% | +13.4% | -4.1% | -2.8% |
| All | +412.7% | +64.9% | +347.8% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling