+497.7%
ECHO vs BAM
+84.8%
+412.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +5.5% |
| 30D | +7.5% | +14.7% | -7.2% | -0.9% |
| 3M | +16.2% | -4.1% | +20.3% | +18.2% |
| 6M | -20.9% | +9.6% | -30.4% | -26.1% |
| YTD | -6.0% | +3.4% | -9.4% | -9.7% |
| 1Y | +43.4% | +1.0% | +42.3% | +39.7% |
| 3Y | +924.0% | +88.2% | +835.8% | +606.3% |
| All | +497.7% | +84.8% | +412.8% | +317.0% |
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