+313.3%
ANET vs ECHO
+416.0%
-102.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.5% |
| 7D | +3.0% | +3.7% | -0.7% | +2.8% |
| 30D | -5.2% | +0.7% | -5.9% | -5.2% |
| 3M | +27.6% | -27.3% | +54.9% | +29.7% |
| 6M | +44.4% | -17.0% | +61.4% | +45.0% |
| YTD | +52.3% | -14.3% | +66.6% | +52.3% |
| 1Y | +30.4% | +20.9% | +9.5% | +27.4% |
| 3Y | +313.3% | +423.0% | -109.7% | +257.0% |
| All | +313.3% | +416.0% | -102.8% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling