+5,341.3%
ASML vs ECHO
+247.7%
+5,093.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.9% |
| 7D | -10.0% | +4.6% | -14.6% | -10.9% |
| 30D | -19.4% | +0.4% | -19.9% | -19.5% |
| 3M | -12.5% | +7.7% | -20.1% | -14.1% |
| 6M | +8.2% | -18.0% | +26.3% | +12.3% |
| YTD | +40.7% | -9.3% | +50.0% | +41.0% |
| 1Y | +46.1% | +34.2% | +11.9% | +33.2% |
| 3Y | +138.5% | +538.7% | -400.2% | +10.3% |
| 5Y | +84.2% | +279.9% | -195.7% | -0.3% |
| 10Y | +1,505.1% | +168.2% | +1,337.0% | +835.1% |
| All | +5,341.3% | +247.7% | +5,093.6% | +2,043.8% |
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