+769.0%
AXP vs ECHO
+247.7%
+521.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +3.0% |
| 7D | +4.6% | +4.6% | 0.0% | +3.4% |
| 30D | +9.7% | +0.4% | +9.3% | +9.2% |
| 3M | -3.8% | +7.7% | -11.4% | -6.1% |
| 6M | +4.8% | -18.0% | +22.8% | +8.0% |
| YTD | -9.1% | -9.3% | +0.2% | -10.3% |
| 1Y | -6.7% | +34.2% | -40.9% | -17.1% |
| 3Y | +125.2% | +538.7% | -413.5% | -6.8% |
| 5Y | +105.0% | +279.9% | -174.9% | +1.1% |
| 10Y | +481.5% | +168.2% | +313.3% | +218.0% |
| All | +769.0% | +247.7% | +521.3% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling