+34.2%
ECHO vs AXON
-40.7%
+74.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.5% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +0.4% | +3.0% | -2.6% | -0.1% |
| 3M | +7.7% | -30.1% | +37.8% | +12.8% |
| 6M | -18.0% | +7.7% | -25.8% | -21.7% |
| YTD | -9.3% | -25.3% | +16.0% | -5.0% |
| 1Y | +34.2% | -39.9% | +74.1% | +50.9% |
| All | +34.2% | -40.7% | +74.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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