+240.0%
ECHO vs AMP
+1,399.1%
-1,159.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +2.4% | -0.1% | +2.4% | +2.3% |
| 3M | -28.0% | +23.6% | -51.5% | -33.2% |
| 6M | -21.2% | +20.4% | -41.6% | -26.5% |
| YTD | -17.4% | +15.4% | -32.8% | -22.2% |
| 1Y | +33.6% | +11.0% | +22.6% | +27.4% |
| 3Y | +419.7% | +70.5% | +349.2% | +334.8% |
| 5Y | +241.7% | +121.4% | +120.3% | +160.4% |
| 10Y | +180.8% | +575.6% | -394.8% | +48.7% |
| All | +240.0% | +1,399.1% | -1,159.0% | +33.0% |
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