+676.3%
AZN vs ECHO
+229.4%
+447.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -2.0% |
| 7D | -1.5% | +8.6% | -10.1% | -2.2% |
| 30D | -0.9% | +3.8% | -4.6% | -1.2% |
| 3M | -11.8% | -19.9% | +8.0% | -10.3% |
| 6M | -17.6% | -12.1% | -5.5% | -17.1% |
| YTD | -12.0% | -14.1% | +2.0% | -11.6% |
| 1Y | -0.9% | +15.9% | -16.7% | -3.3% |
| 3Y | +23.7% | +417.8% | -394.2% | -6.6% |
| 5Y | +54.5% | +259.3% | -204.8% | +21.4% |
| 10Y | +218.2% | +192.7% | +25.4% | +146.7% |
| All | +676.3% | +229.4% | +447.0% | +396.6% |
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