+258.3%
ECHO vs AMT
+526.3%
-268.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +6.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -3.1% | +13.6% | -16.7% | -7.3% |
| 3M | +8.7% | +11.5% | -2.7% | +4.7% |
| 6M | -24.8% | +6.9% | -31.7% | -27.0% |
| YTD | -13.0% | +10.8% | -23.8% | -16.9% |
| 1Y | +33.9% | +10.3% | +23.6% | +27.9% |
| 3Y | +791.8% | +12.4% | +779.4% | +722.1% |
| 5Y | +261.7% | -20.1% | +281.8% | +269.0% |
| 10Y | +157.3% | +116.8% | +40.5% | +72.1% |
| All | +258.3% | +526.3% | -268.0% | +40.0% |
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