-9.4%
ABT vs ECHO
+252.6%
-262.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.2% |
| 7D | -4.7% | +5.3% | -10.1% | -4.9% |
| 30D | -3.1% | +2.4% | -5.6% | -3.2% |
| 3M | +16.1% | -21.8% | +37.9% | +16.8% |
| 6M | -5.3% | -16.9% | +11.6% | -5.0% |
| YTD | -14.4% | -16.0% | +1.5% | -14.3% |
| 1Y | -18.4% | +9.3% | -27.7% | -18.9% |
| 3Y | +11.2% | +406.2% | -395.0% | +1.0% |
| 5Y | -9.4% | +251.0% | -260.3% | -17.9% |
| All | -9.4% | +252.6% | -262.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling