+520.1%
ABT vs ECHO
+216.6%
+303.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +3.4% | -7.1% | -4.0% |
| 30D | +2.5% | +2.4% | +0.1% | +2.2% |
| 3M | +20.2% | -28.0% | +48.1% | +23.2% |
| 6M | -2.9% | -21.2% | +18.3% | -1.6% |
| YTD | -11.9% | -17.4% | +5.5% | -11.4% |
| 1Y | -16.5% | +33.6% | -50.1% | -20.1% |
| 3Y | +12.1% | +419.7% | -407.6% | -16.3% |
| 5Y | -7.4% | +241.7% | -249.1% | -27.5% |
| 10Y | +210.7% | +180.8% | +29.9% | +143.0% |
| All | +520.1% | +216.6% | +303.5% | +325.9% |
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 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