+33.6%
ECHO vs AKAM
+35.6%
-2.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | +2.4% | -13.9% | +16.3% | +4.5% |
| 3M | -28.0% | -33.8% | +5.9% | -24.4% |
| 6M | -21.2% | +2.2% | -23.4% | -21.7% |
| YTD | -17.4% | +20.6% | -38.0% | -21.1% |
| 1Y | +33.6% | +36.3% | -2.7% | +22.7% |
| All | +33.6% | +35.6% | -2.1% | +22.7% |
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