+259.8%
ECHO vs AMP
+122.1%
+137.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | +0.7% | -1.3% | +2.0% | +1.4% |
| 3M | -27.3% | +24.2% | -51.5% | -36.3% |
| 6M | -17.0% | +24.6% | -41.5% | -27.8% |
| YTD | -14.3% | +14.8% | -29.1% | -22.6% |
| 1Y | +20.9% | +12.8% | +8.1% | +10.3% |
| 3Y | +423.0% | +69.0% | +354.0% | +285.5% |
| All | +259.8% | +122.1% | +137.6% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling