+33.6%
ECHO vs BAM
-8.8%
+42.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.4% | -2.0% | +5.4% | +4.0% |
| 30D | +2.4% | -2.9% | +5.3% | +3.0% |
| 3M | -28.0% | +9.4% | -37.3% | -30.5% |
| 6M | -21.2% | +10.8% | -32.0% | -24.7% |
| YTD | -17.4% | -0.4% | -16.9% | -17.9% |
| 1Y | +33.6% | -10.9% | +44.5% | +27.4% |
| All | +33.6% | -8.8% | +42.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling