+453.3%
ECHO vs BAM
+86.2%
+367.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.7% |
| 7D | -2.4% | +9.7% | -12.1% | -7.5% |
| 30D | -3.1% | +19.0% | -22.1% | -12.6% |
| 3M | +8.7% | +0.6% | +8.2% | +7.4% |
| 6M | -24.8% | +11.1% | -35.8% | -30.4% |
| YTD | -13.0% | +4.2% | -17.1% | -16.8% |
| 1Y | +33.9% | +3.3% | +30.6% | +28.6% |
| 3Y | +791.8% | +88.8% | +703.0% | +513.3% |
| All | +453.3% | +86.2% | +367.1% | +284.3% |
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