-6.8%
AVGO vs ECHO
+34.5%
-41.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.4% |
| 7D | -7.5% | +4.6% | -12.1% | -8.3% |
| 30D | -10.2% | +0.4% | -10.6% | -10.4% |
| 3M | -22.0% | +7.7% | -29.7% | -23.2% |
| 6M | -21.6% | -18.0% | -3.5% | -20.9% |
| YTD | -5.4% | -9.3% | +3.8% | -8.3% |
| 1Y | -6.8% | +34.2% | -41.0% | -17.5% |
| All | -6.8% | +34.5% | -41.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling