+257.1%
ECHO vs AMRZ
-13.6%
+270.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | -1.9% | +5.3% | +4.0% |
| 30D | +2.4% | -16.9% | +19.3% | +8.1% |
| 3M | -28.0% | -19.2% | -8.8% | -23.5% |
| 6M | -21.2% | -29.3% | +8.0% | -11.2% |
| YTD | -17.4% | -18.0% | +0.6% | -14.3% |
| 1Y | +33.6% | -15.1% | +48.7% | +37.1% |
| All | +257.1% | -13.6% | +270.7% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling