+11.5%
ABT vs ECHO
+436.9%
-425.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.6% |
| 7D | -3.1% | +8.6% | -11.7% | -3.2% |
| 30D | -2.1% | +3.8% | -5.9% | -2.2% |
| 3M | +17.4% | -19.9% | +37.3% | +17.8% |
| 6M | -2.4% | -12.1% | +9.7% | -2.2% |
| YTD | -14.2% | -14.1% | -0.2% | -14.1% |
| 1Y | -18.3% | +15.9% | -34.2% | -18.6% |
| 3Y | +11.5% | +417.8% | -406.3% | +6.1% |
| All | +11.5% | +436.9% | -425.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling