+290.2%
ECHO vs AMRZ
-19.3%
+309.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.4% |
| 7D | +9.1% | -4.0% | +13.2% | +10.4% |
| 30D | +7.2% | +12.4% | -5.2% | +3.5% |
| 3M | +6.1% | -11.5% | +17.6% | +9.8% |
| 6M | -24.2% | -21.6% | -2.6% | -19.3% |
| YTD | -9.7% | -23.4% | +13.6% | -4.6% |
| 1Y | +40.9% | -17.2% | +58.1% | +41.6% |
| All | +290.2% | -19.3% | +309.5% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling