+5,441.0%
AMZN vs ECHO
+252.6%
+5,188.4%
-63.6%
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% | -0.6% |
| 7D | +2.8% | +5.7% | -2.8% | +1.8% |
| 30D | +5.0% | +13.8% | -8.9% | +2.3% |
| 3M | +0.6% | +9.1% | -8.5% | -1.4% |
| 6M | -1.3% | -24.9% | +23.7% | +2.8% |
| YTD | +15.5% | -8.0% | +23.5% | +14.6% |
| 1Y | +12.2% | +42.9% | -30.7% | +2.3% |
| 3Y | +87.0% | +926.7% | -839.7% | -8.9% |
| 5Y | +51.3% | +230.4% | -179.1% | -1.9% |
| 10Y | +621.7% | +145.9% | +475.8% | +379.3% |
| All | +5,441.0% | +252.6% | +5,188.4% | +2,527.8% |
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 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