+749.6%
AXP vs ECHO
+216.6%
+533.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.9% |
| 30D | -6.5% | +2.4% | -8.9% | -7.2% |
| 3M | +4.6% | -28.0% | +32.6% | +12.2% |
| 6M | +5.4% | -21.2% | +26.7% | +9.4% |
| YTD | -11.1% | -17.4% | +6.3% | -9.8% |
| 1Y | -0.3% | +33.6% | -33.9% | -11.8% |
| 3Y | +111.6% | +419.7% | -308.1% | -6.3% |
| 5Y | +117.6% | +241.7% | -124.1% | +10.4% |
| 10Y | +474.1% | +180.8% | +293.4% | +201.6% |
| All | +749.6% | +216.6% | +533.0% | +202.2% |
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 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