+4,833.5%
ASML vs ECHO
+217.0%
+4,616.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.8% | -0.5% | -7.3% |
| 7D | -19.0% | -7.9% | -11.1% | -17.4% |
| 30D | -25.9% | -10.1% | -15.8% | -24.0% |
| 3M | -19.1% | +2.5% | -21.6% | -19.5% |
| 6M | -5.7% | -23.4% | +17.6% | -0.5% |
| YTD | +27.6% | -17.3% | +44.9% | +30.7% |
| 1Y | +30.8% | +24.3% | +6.4% | +21.4% |
| 3Y | +116.2% | +482.4% | -366.2% | +2.2% |
| 5Y | +67.7% | +243.7% | -176.1% | -6.9% |
| 10Y | +1,355.3% | +144.5% | +1,210.8% | +766.8% |
| All | +4,833.5% | +217.0% | +4,616.4% | +1,887.3% |
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