+1,397.2%
AMGN vs ECHO
+252.6%
+1,144.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.1% | +5.7% | -4.5% | +0.6% |
| 30D | +9.3% | +13.8% | -4.5% | +7.7% |
| 3M | +12.1% | +9.1% | +3.0% | +10.8% |
| 6M | +40.3% | -24.9% | +65.2% | +43.3% |
| YTD | +45.2% | -8.0% | +53.2% | +44.3% |
| 1Y | +42.4% | +42.9% | -0.5% | +34.7% |
| 3Y | +91.0% | +926.7% | -835.7% | +21.8% |
| 5Y | +157.4% | +230.4% | -73.0% | +97.8% |
| 10Y | +321.0% | +145.9% | +175.1% | +230.2% |
| All | +1,397.2% | +252.6% | +1,144.7% | +841.6% |
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