+345.6%
AVGO vs ECHO
+436.9%
-91.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +2.7% |
| 7D | -0.3% | +8.6% | -8.9% | -1.0% |
| 30D | -13.8% | +3.8% | -17.6% | -14.1% |
| 3M | -6.9% | -19.9% | +13.0% | -5.6% |
| 6M | +11.9% | -12.1% | +24.0% | +12.5% |
| YTD | +6.9% | -14.1% | +20.9% | +7.4% |
| 1Y | +7.4% | +15.9% | -8.5% | +5.3% |
| 3Y | +345.6% | +417.8% | -72.3% | +284.4% |
| All | +345.6% | +436.9% | -91.3% | +284.4% |
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