+263.1%
ECHO vs AMRZ
-19.2%
+282.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | +5.3% | -4.7% | +10.0% | +6.7% |
| 30D | +2.4% | -11.3% | +13.7% | +5.9% |
| 3M | -21.8% | -22.1% | +0.3% | -16.3% |
| 6M | -16.9% | -29.6% | +12.7% | -7.4% |
| YTD | -16.0% | -23.3% | +7.3% | -11.2% |
| 1Y | +9.3% | -23.7% | +33.0% | +17.8% |
| All | +263.1% | -19.2% | +282.3% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling