+306.4%
ECHO vs AMRZ
-17.7%
+324.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +3.6% | -5.5% | +9.1% | +5.3% |
| 30D | +7.5% | +15.6% | -8.2% | +2.9% |
| 3M | +16.2% | -12.1% | +28.3% | +20.4% |
| 6M | -20.9% | -19.4% | -1.4% | -16.6% |
| YTD | -6.0% | -21.9% | +15.9% | -1.2% |
| 1Y | +43.4% | -15.0% | +58.4% | +42.7% |
| All | +306.4% | -17.7% | +324.1% | +317.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling