+1,472.1%
AXTI vs ECHO
+197.5%
+1,274.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +5.1% | +3.7% | +1.4% | +4.4% |
| 30D | -17.5% | +0.7% | -18.2% | -17.4% |
| 3M | -26.7% | -27.3% | +0.6% | -22.0% |
| 6M | +36.8% | -17.0% | +53.7% | +40.5% |
| YTD | +296.1% | -14.3% | +310.5% | +302.4% |
| 1Y | +1,810.6% | +20.9% | +1,789.7% | +1,715.7% |
| 3Y | +2,587.6% | +423.0% | +2,164.6% | +1,369.8% |
| 5Y | +601.7% | +265.7% | +336.0% | +331.2% |
| All | +1,472.1% | +197.5% | +1,274.6% | +1,036.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling