+216.5%
AZN vs ECHO
+197.5%
+19.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -1.6% | +3.7% | -5.3% | -1.7% |
| 30D | +1.1% | +0.7% | +0.4% | +1.0% |
| 3M | -12.1% | -27.3% | +15.2% | -10.9% |
| 6M | -17.1% | -17.0% | -0.2% | -16.6% |
| YTD | -12.0% | -14.3% | +2.3% | -11.7% |
| 1Y | -0.2% | +20.9% | -21.1% | -1.5% |
| 3Y | +26.8% | +423.0% | -396.2% | +10.3% |
| 5Y | +56.9% | +265.7% | -208.8% | +40.0% |
| All | +216.5% | +197.5% | +19.0% | +201.0% |
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