+525.1%
ABT vs ECHO
+252.6%
+272.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.3% | +5.7% | -7.0% | -1.8% |
| 30D | +6.0% | +13.8% | -7.8% | +4.7% |
| 3M | -1.9% | +9.1% | -10.9% | -2.9% |
| 6M | +31.2% | -24.9% | +56.1% | +33.6% |
| YTD | -11.2% | -8.0% | -3.2% | -11.7% |
| 1Y | -14.0% | +42.9% | -56.9% | -18.0% |
| 3Y | +20.7% | +926.7% | -906.0% | -17.8% |
| 5Y | -6.7% | +230.4% | -237.0% | -25.7% |
| 10Y | +226.3% | +145.9% | +80.4% | +164.5% |
| All | +525.1% | +252.6% | +272.5% | +324.3% |
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