+325.7%
AMGN vs ECHO
+144.4%
+181.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.1% | +5.7% | -4.5% | +0.8% |
| 30D | +9.3% | +13.8% | -4.5% | +8.5% |
| 3M | +12.1% | +9.1% | +3.0% | +11.4% |
| 6M | +40.3% | -24.9% | +65.2% | +41.9% |
| YTD | +45.2% | -8.0% | +53.2% | +44.8% |
| 1Y | +42.4% | +42.9% | -0.5% | +38.3% |
| 3Y | +91.0% | +926.7% | -835.7% | +46.0% |
| 5Y | +157.4% | +230.4% | -73.0% | +127.7% |
| All | +325.7% | +144.4% | +181.3% | +312.5% |
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