+240.0%
ECHO vs AMT
+477.1%
-237.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | +4.6% | -2.3% | +0.9% |
| 3M | -28.0% | -8.4% | -19.5% | -26.2% |
| 6M | -21.2% | -6.0% | -15.2% | -20.2% |
| YTD | -17.4% | +2.1% | -19.5% | -18.8% |
| 1Y | +33.6% | -6.4% | +40.0% | +34.6% |
| 3Y | +419.7% | +8.1% | +411.6% | +387.3% |
| 5Y | +241.7% | -31.9% | +273.6% | +268.4% |
| 10Y | +180.8% | +97.1% | +83.6% | +94.2% |
| All | +240.0% | +477.1% | -237.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling