+791.3%
ANET vs ECHO
+262.7%
+528.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.5% |
| 7D | +3.0% | +3.7% | -0.7% | +2.7% |
| 30D | -5.2% | +0.7% | -5.9% | -5.2% |
| 3M | +27.6% | -27.3% | +54.9% | +30.5% |
| 6M | +44.4% | -17.0% | +61.4% | +45.3% |
| YTD | +52.3% | -14.3% | +66.6% | +52.5% |
| 1Y | +30.4% | +20.9% | +9.5% | +26.6% |
| 3Y | +313.3% | +423.0% | -109.7% | +230.9% |
| All | +791.3% | +262.7% | +528.6% | +662.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling