-6.7%
AXP vs ECHO
+34.5%
-41.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +2.3% |
| 7D | +4.6% | +4.6% | 0.0% | +4.4% |
| 30D | +9.7% | +0.4% | +9.3% | +9.7% |
| 3M | -3.8% | +7.7% | -11.4% | -4.2% |
| 6M | +4.8% | -18.0% | +22.8% | +5.0% |
| YTD | -9.1% | -9.3% | +0.2% | -10.0% |
| 1Y | -6.7% | +34.2% | -40.9% | -9.5% |
| All | -6.7% | +34.5% | -41.2% | -9.5% |
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