+553.0%
AMZN vs ECHO
+193.4%
+359.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.7% | +2.3% | -5.0% | -3.0% |
| 30D | -7.5% | +4.4% | -11.9% | -8.0% |
| 3M | +5.8% | -20.3% | +26.1% | +8.3% |
| 6M | +17.5% | -15.3% | +32.9% | +18.9% |
| YTD | +9.1% | -15.5% | +24.6% | +10.0% |
| 1Y | +9.4% | +15.0% | -5.6% | +6.1% |
| 3Y | +82.2% | +409.1% | -326.9% | +31.4% |
| 5Y | +45.2% | +260.6% | -215.4% | +10.2% |
| All | +553.0% | +193.4% | +359.6% | +425.8% |
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