+271.5%
ECHO vs AMRZ
-17.3%
+288.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +5.3% |
| 7D | +8.6% | -2.0% | +10.6% | +9.1% |
| 30D | +3.8% | -9.8% | +13.6% | +6.8% |
| 3M | -19.9% | -17.2% | -2.7% | -16.1% |
| 6M | -12.1% | -26.9% | +14.9% | -3.2% |
| YTD | -14.1% | -21.5% | +7.4% | -9.8% |
| 1Y | +15.9% | -22.9% | +38.7% | +25.5% |
| All | +271.5% | -17.3% | +288.7% | +280.9% |
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