+112.0%
AMGN vs ECHO
+252.6%
-140.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.4% |
| 7D | -11.6% | +5.3% | -17.0% | -11.8% |
| 30D | -5.7% | +2.4% | -8.1% | -5.7% |
| 3M | +14.2% | -21.8% | +36.0% | +14.8% |
| 6M | +5.2% | -16.9% | +22.1% | +5.5% |
| YTD | +22.0% | -16.0% | +38.0% | +22.2% |
| 1Y | +43.6% | +9.3% | +34.4% | +42.8% |
| 3Y | +65.0% | +406.2% | -341.2% | +52.1% |
| 5Y | +112.0% | +251.0% | -138.9% | +98.7% |
| All | +112.0% | +252.6% | -140.5% | +98.7% |
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