+34.2%
ECHO vs AKAM
+16.2%
+18.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +4.6% | -12.4% | +17.0% | +6.6% |
| 30D | +0.4% | -20.4% | +20.8% | +3.7% |
| 3M | +7.7% | -30.3% | +38.0% | +12.9% |
| 6M | -18.0% | -18.8% | +0.7% | -15.2% |
| YTD | -9.3% | -1.5% | -7.8% | -9.0% |
| 1Y | +34.2% | +19.4% | +14.8% | +29.4% |
| All | +34.2% | +16.2% | +18.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1y: compounded portfolio wealth divided by compounded AKAM 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…
1y analysis · Full analysis span regression · 6 months rolling