+278.6%
ECHO vs AMP
+1,293.8%
-1,015.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +5.7% | +3.9% | +1.8% | +4.4% |
| 30D | +13.8% | +5.1% | +8.7% | +11.8% |
| 3M | +9.1% | -8.7% | +17.7% | +12.2% |
| 6M | -24.9% | +11.4% | -36.4% | -28.1% |
| YTD | -8.0% | +7.3% | -15.3% | -11.4% |
| 1Y | +42.9% | +14.6% | +28.3% | +34.7% |
| 3Y | +926.7% | +61.2% | +865.5% | +771.4% |
| 5Y | +230.4% | +81.0% | +149.3% | +168.2% |
| 10Y | +145.9% | +468.0% | -322.1% | +37.2% |
| All | +278.6% | +1,293.8% | -1,015.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling