+1,156.2%
ABBV vs ECHO
+219.3%
+936.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +0.4% | +3.4% | -3.0% | +0.2% |
| 30D | +4.2% | +2.4% | +1.8% | +4.0% |
| 3M | +14.8% | -28.0% | +42.8% | +16.9% |
| 6M | +10.3% | -21.2% | +31.5% | +11.3% |
| YTD | +14.9% | -17.4% | +32.3% | +15.3% |
| 1Y | +24.1% | +33.6% | -9.5% | +20.1% |
| 3Y | +91.9% | +419.7% | -327.7% | +51.3% |
| 5Y | +176.0% | +241.7% | -65.7% | +129.5% |
| 10Y | +502.9% | +180.8% | +322.2% | +397.6% |
| All | +1,156.2% | +219.3% | +936.9% | +952.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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