+251.0%
ECHO vs AKAM
-2.4%
+253.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.4% |
| 7D | +5.3% | +5.4% | 0.0% | +3.9% |
| 30D | +2.4% | -5.9% | +8.3% | +3.8% |
| 3M | -21.8% | -19.6% | -2.2% | -17.9% |
| 6M | -16.9% | +8.5% | -25.4% | -21.4% |
| YTD | -16.0% | +26.9% | -42.9% | -25.1% |
| 1Y | +9.3% | +41.7% | -32.4% | -6.6% |
| 3Y | +406.2% | +5.8% | +400.4% | +356.8% |
| 5Y | +251.0% | -2.3% | +253.3% | +203.1% |
| All | +251.0% | -2.4% | +253.4% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling