+240.0%
ECHO vs AKAM
+205.3%
+34.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.4% | -2.1% | +5.5% | +3.9% |
| 30D | +2.4% | -13.9% | +16.3% | +5.8% |
| 3M | -28.0% | -33.8% | +5.9% | -20.9% |
| 6M | -21.2% | +2.2% | -23.4% | -23.9% |
| YTD | -17.4% | +20.6% | -38.0% | -23.9% |
| 1Y | +33.6% | +36.3% | -2.7% | +18.9% |
| 3Y | +419.7% | -0.1% | +419.8% | +389.2% |
| 5Y | +241.7% | -7.5% | +249.2% | +223.5% |
| 10Y | +180.8% | +90.2% | +90.6% | +113.8% |
| All | +240.0% | +205.3% | +34.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling