-13.7%
AXP vs ECHO
+37.1%
-50.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.4% |
| 7D | -2.1% | +9.1% | -11.3% | -2.5% |
| 30D | +2.7% | +7.2% | -4.5% | +2.3% |
| 3M | -7.3% | +6.1% | -13.4% | -7.6% |
| 6M | +1.8% | -24.2% | +25.9% | +2.2% |
| YTD | -13.1% | -9.7% | -3.3% | -14.3% |
| 1Y | -13.7% | +40.9% | -54.6% | -19.1% |
| All | -13.7% | +37.1% | -50.8% | -19.1% |
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