+241.6%
ECHO vs AMT
-31.6%
+273.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | +4.6% | -2.3% | +1.4% |
| 3M | -28.0% | -8.4% | -19.5% | -26.8% |
| 6M | -21.2% | -6.0% | -15.2% | -20.5% |
| YTD | -17.4% | +2.1% | -19.5% | -18.2% |
| 1Y | +33.6% | -6.4% | +40.0% | +34.5% |
| 3Y | +419.7% | +8.1% | +411.6% | +384.3% |
| All | +241.6% | -31.6% | +273.2% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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