+743.4%
AXTI vs ECHO
+262.7%
+480.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +5.1% | +3.7% | +1.4% | +4.6% |
| 30D | -17.5% | +0.7% | -18.2% | -17.4% |
| 3M | -26.7% | -27.3% | +0.6% | -24.1% |
| 6M | +36.8% | -17.0% | +53.7% | +38.8% |
| YTD | +296.1% | -14.3% | +310.5% | +299.4% |
| 1Y | +1,810.6% | +20.9% | +1,789.7% | +1,758.5% |
| 3Y | +2,587.6% | +423.0% | +2,164.6% | +1,898.0% |
| All | +743.4% | +262.7% | +480.7% | +614.1% |
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 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