+920.9%
AXTI vs ECHO
+222.0%
+698.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +21.0% | +5.3% | +15.7% | +19.6% |
| 30D | -6.6% | +2.4% | -9.1% | -6.9% |
| 3M | -12.1% | -21.8% | +9.7% | -6.8% |
| 6M | +78.7% | -16.9% | +95.6% | +84.8% |
| YTD | +321.5% | -16.0% | +337.5% | +332.0% |
| 1Y | +2,166.8% | +9.3% | +2,157.5% | +2,077.2% |
| 3Y | +2,807.6% | +406.2% | +2,401.4% | +1,332.9% |
| 5Y | +651.5% | +251.0% | +400.5% | +311.1% |
| 10Y | +1,560.5% | +191.3% | +1,369.2% | +863.0% |
| All | +920.9% | +222.0% | +698.9% | +351.7% |
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