+1,164.1%
AMGN vs ECHO
+229.4%
+934.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.0% | -14.1% | -10.5% |
| 7D | -10.3% | +8.6% | -18.8% | -11.0% |
| 30D | -3.8% | +3.8% | -7.5% | -4.2% |
| 3M | +14.4% | -19.9% | +34.3% | +16.5% |
| 6M | +7.8% | -12.1% | +19.9% | +8.3% |
| YTD | +22.6% | -14.1% | +36.6% | +23.0% |
| 1Y | +44.2% | +15.9% | +28.4% | +39.6% |
| 3Y | +65.8% | +417.8% | -352.0% | +18.4% |
| 5Y | +108.0% | +259.3% | -151.3% | +55.6% |
| 10Y | +209.9% | +192.7% | +17.1% | +130.9% |
| All | +1,164.1% | +229.4% | +934.8% | +702.6% |
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