+89.6%
AXP vs ECHO
+260.3%
-170.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +5.8% | -3.1% | +9.0% | +6.0% |
| 3M | -6.0% | +8.7% | -14.7% | -6.9% |
| 6M | +0.3% | -24.8% | +25.1% | +2.4% |
| YTD | -12.3% | -13.0% | +0.7% | -12.2% |
| 1Y | -11.2% | +33.9% | -45.2% | -15.1% |
| 3Y | +117.0% | +791.8% | -674.8% | +48.1% |
| All | +89.6% | +260.3% | -170.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling