+201.2%
ABT vs ECHO
+193.4%
+7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.0% | +2.3% | -7.3% | -5.1% |
| 30D | -5.8% | +4.4% | -10.2% | -6.0% |
| 3M | +16.7% | -20.3% | +37.0% | +17.9% |
| 6M | -5.2% | -15.3% | +10.1% | -4.8% |
| YTD | -16.0% | -15.5% | -0.5% | -15.7% |
| 1Y | -18.3% | +15.0% | -33.2% | -19.6% |
| 3Y | +9.2% | +409.1% | -399.9% | -9.2% |
| 5Y | -11.6% | +260.6% | -272.2% | -24.3% |
| All | +201.2% | +193.4% | +7.8% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling