+491.8%
ECHO vs BAM
+90.5%
+401.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +5.7% |
| 7D | +3.0% | +5.3% | -2.3% | +0.1% |
| 30D | +6.7% | +18.1% | -11.4% | -3.1% |
| 3M | +12.4% | +4.2% | +8.2% | +8.9% |
| 6M | -20.4% | +11.1% | -31.5% | -26.2% |
| YTD | -6.9% | +6.6% | -13.5% | -12.1% |
| 1Y | +37.7% | +6.2% | +31.5% | +30.3% |
| 3Y | +902.9% | +95.0% | +807.9% | +579.0% |
| All | +491.8% | +90.5% | +401.2% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling