+5,271.6%
AMZN vs ECHO
+216.6%
+5,055.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.0% | +3.4% | -6.4% | -3.6% |
| 30D | -5.2% | +2.4% | -7.5% | -5.7% |
| 3M | +1.9% | -28.0% | +29.8% | +7.5% |
| 6M | +19.2% | -21.2% | +40.5% | +22.9% |
| YTD | +12.0% | -17.4% | +29.4% | +13.7% |
| 1Y | +9.7% | +33.6% | -23.9% | +1.1% |
| 3Y | +87.2% | +419.7% | -332.5% | +7.3% |
| 5Y | +48.7% | +241.7% | -193.1% | -6.0% |
| 10Y | +569.3% | +180.8% | +388.6% | +314.0% |
| All | +5,271.6% | +216.6% | +5,055.0% | +2,506.7% |
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 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